Solving Conic Optimization Problems via Self-Dual Embedding and Facial Reduction: A Unified Approach
Solving Conic Optimization Problems via Self-Dual Embedding and Facial Reduction: A Unified Approach
We establish connections between the facial reduction algorithm of Borwein and Wolkowicz and the self-dual homogeneous model of Goldman and Tucker when applied to conic optimization problems. Specifically, we show that the self-dual homogeneous model returns facial reduction certificates when it fails to return a primal-dual optimal solution or a …