| Issue |
RAIRO-Oper. Res.
Volume 52, Number 4-5, October–December 2018
|
|
|---|---|---|
| Page(s) | 1087 - 1106 | |
| DOI | https://doi.org/10.1051/ro/2018034 | |
| Published online | 22 November 2018 | |
A guide to conic optimisation and its applications
1
Department of Management Science, Lancaster University,
Lancaster, UK.
2
School of Computer Science, University of Nottingham,
Nottingham, UK.
* Corresponding author: a.n.letchford@lancaster.ac.uk
Received:
14
September
2017
Accepted:
27
April
2018
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.
Mathematics Subject Classification: 90-01 / 90C22 / 90C90
Key words: Conic optimisation / second-order cone programming / semidefinite programming
© EDP Sciences, ROADEF, SMAI 2018
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