Questions tagged [conic-optimization]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
11
votes
2answers
200 views

Can SOCPs approximate better than LPs?

Are there any classes of NP-hard combinatorial optimization problems where Second order cone programs (SOCP) gives a better approximation than linear programs (LP)? I am looking for results in the ...
16
votes
3answers
143 views

How to take the dual of a conic optimization problem?

Given a conic problem $$\min \{c^\top x \mid Ax \succeq_\mathit{C} b\}$$ for an arbitrary cone $C$, how can I construct the dual to the problem? Moreover, in Linear Programming one constructs the ...