SuperSCS: fast and accurate large-scale conic optimization

Pantelis Sopasakis, Krina Menounou, Panagiotis Patrinos

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)
36 Downloads (Pure)

Abstract

We present SuperSCS: a fast and accurate method for solving large-scale convex conic problems. SuperSCS combines the SuperMann algorithmic framework with the Douglas-Rachford splitting which is applied on the homogeneous self-dual embedding of conic optimization problems: a model for conic optimization problems which simultaneously encodes the optimality conditions and infeasibility/unboundedness certificates for the original problem. SuperMann allows the use of fast quasi-Newtonian directions such as a modified restarted Broyden-type direction and Anderson's acceleration.
Original languageEnglish
Title of host publication European Control Conference 25/06/2018 → 28/06/2019 Naples, Italy
Publisher IEEE
Pages1500-1505
Number of pages6
ISBN (Electronic)978-3-907144-00-8
ISBN (Print)978-1-7281-1314-2
DOIs
Publication statusPublished - 15 Aug 2019
EventEuropean Control Conference - Hotel Royal Continental, Naples, Naples, Italy
Duration: 25 Jun 201828 Jun 2019
https://ecc19.eu/

Conference

ConferenceEuropean Control Conference
Abbreviated titleECC
CountryItaly
CityNaples
Period25/06/201828/06/2019
Internet address

Keywords

  • Conic optimization
  • Convex optimization
  • Numerical Optimization
  • Numerical analysis
  • Homogeneous self-dual embedding
  • Large-scale optimization

Cite this

Sopasakis, P., Menounou, K., & Patrinos, P. (2019). SuperSCS: fast and accurate large-scale conic optimization. In European Control Conference 25/06/2018 → 28/06/2019 Naples, Italy (pp. 1500-1505). IEEE . https://doi.org/10.23919/ECC.2019.8796286