Error Bounds for Conic Feasibility Problems - Case Studies on the Exponential Cone
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Overview
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Explore error bounds for conic feasibility problems in this 53-minute distinguished seminar by Ting-Kei Pong from Hong Kong Polytechnic University. Delve into a general framework for deriving error bounds, focusing on the exponential cone and its applications in optimization problems involving power, exponential, logarithmic, and entropy functions. Learn about facial reduction, one-step facial residual functions, and their role in handling degeneracy in conic programs. Discover how these concepts apply to the study of Kurdyka-Lojasiewicz property and gain insights into the design of termination criteria for conic solvers and convergence rate analysis of algorithms.
Syllabus
Intro
Conic programming problem
Why "exotic" cones?
Conic feasibility problem cont.
Faces and facial reduction
Facial reduction: Illustration
Sturm's error bounds and facial reduction
Facial residual function
Faces of exponential cone
Conclusion
Taught by
Paul G. Allen School