Most OR academics and practitioners are familiar with linear programming (LP) and its applications. Many are however unaware of conic optimisation, which is a powerful generalisation of LP, with a prodigious array of important real-life applications. In this invited paper, we give a gentle introduction to conic optimisation, followed by a survey of applications in OR and related areas. Along the way, we try to help the reader develop insight into the strengths and limitations of conic optimisation as a tool for solving real-life problems.
Keywords: Conic optimisation, second-order cone programming, semidefinite programming
Letchford, Adam N. 1 ; Parkes, Andrew J. 1
@article{RO_2018__52_4-5_1087_0,
author = {Letchford, Adam N. and Parkes, Andrew J.},
title = {A guide to conic optimisation and its applications},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {1087--1106},
year = {2018},
publisher = {EDP Sciences},
volume = {52},
number = {4-5},
doi = {10.1051/ro/2018034},
mrnumber = {3878619},
zbl = {1411.90256},
language = {en},
url = {https://www.numdam.org/articles/10.1051/ro/2018034/}
}
TY - JOUR AU - Letchford, Adam N. AU - Parkes, Andrew J. TI - A guide to conic optimisation and its applications JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2018 SP - 1087 EP - 1106 VL - 52 IS - 4-5 PB - EDP Sciences UR - https://www.numdam.org/articles/10.1051/ro/2018034/ DO - 10.1051/ro/2018034 LA - en ID - RO_2018__52_4-5_1087_0 ER -
%0 Journal Article %A Letchford, Adam N. %A Parkes, Andrew J. %T A guide to conic optimisation and its applications %J RAIRO - Operations Research - Recherche Opérationnelle %D 2018 %P 1087-1106 %V 52 %N 4-5 %I EDP Sciences %U https://www.numdam.org/articles/10.1051/ro/2018034/ %R 10.1051/ro/2018034 %G en %F RO_2018__52_4-5_1087_0
Letchford, Adam N.; Parkes, Andrew J. A guide to conic optimisation and its applications. RAIRO - Operations Research - Recherche Opérationnelle, Tome 52 (2018) no. 4-5, pp. 1087-1106. doi: 10.1051/ro/2018034
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