{ "id": "1903.06477", "version": "v1", "published": "2019-03-15T11:51:11.000Z", "updated": "2019-03-15T11:51:11.000Z", "title": "SuperSCS: fast and accurate large-scale conic optimization", "authors": [ "Pantelis Sopasakis", "Krina Menounou", "Panagiotis Patrinos" ], "comment": "Cite as: P. Sopasakis, K. Menounou, P. Patrinos, \"SuperSCS: fast and accurate large-scale conic optimization,\" IEEE European Control Conference, Naples, Italy, 2019", "categories": [ "math.OC" ], "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.", "revisions": [ { "version": "v1", "updated": "2019-03-15T11:51:11.000Z" } ], "analyses": { "keywords": [ "accurate large-scale conic optimization", "conic optimization problems", "solving large-scale convex conic problems", "supermann algorithmic framework", "fast quasi-newtonian directions" ], "tags": [ "conference paper" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }