Abstract
We analyze the scaling matrix, search direction, and neighborhood used in MOSEK's algorithm for nonsymmetric conic optimization [Dahl and Andersen, 2019]. It is proven that these can be used to compute a near-optimal solution to the homogeneous self-dual model in polynomial time.
| Original language | English |
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| Place of Publication | Ithaca |
| Publisher | Cornell University Library |
| Number of pages | 29 |
| Publication status | Submitted - Mar 2020 |
Publication series
| Name | arXiv |
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| Volume | 2003.01546 |