Detecting infeasibility in conic optimization and providing certificates for infeasibility pose a bigger challenge than in the linear case due to the lack of strong duality. In this paper we generalize the approximate Farkas lemma of Todd and Ye [12] from the linear to the general conic setting, and use it to propose stopping criteria for interior point algorithms using self-dual embedding. The...

In this paper, we propose a Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for symmetric optimization using the arc-search strategy. The proposed algorithm searches for optimizers along the ellipses that approximate the central path and ensures that the duality gap and the infeasibility have the same rate of decline. By analyzing, we obtain the iteration complexity [Formula...

A nonconvex generalized semi-infinite programming problem is considered involving parametric max-functions in both, the objective and the constraints. For a fixed vector of parameters, the values of these parametric max-functions are given as optimal values of convex quadratic programming problems. Assuming that for each parameter the parametric quadratic problems satisfy the strong duality rel...

<p style='text-indent:20px;'>In this paper, we study the numerical approximation of a system PDEs which arises from an optimal control problem for time-fractional Fokker-Planck equation with time-dependent drift. The is composed backward Hamilton-Jacobi-Bellman and forward equation. We approximate Caputo derivatives in by means L1 schemes Hamiltonian finite differences. scheme constructed...

We present a new full Nesterov and Todd step infeasible interior-point algorithm for semi-definite optimization. The algorithm decreases the duality gap and the feasibility residuals at the same rate. In the algorithm, we construct strictly feasible iterates for a sequence of perturbations of the given problem and its dual problem. Every main iteration of the algorithm consists of a feasibility...

We clarify the role of approximate S-duality in effective supergravity theories that are the low energy limits of string theories, and show how this partial symmetry may be used to constrain effective lagrangians for gaugino condensation. This work was supported in part by the Director, Office of High Energy and Nuclear Physics, Division of High Energy Physics of the U.S. Department of Energy u...

The problem of spectra formation in hydrodynamic approach to A+A collisions is discussed. It is analyzed in terms of the two different objects: distribution and emission functions. We show that though the process of particle liberation, described by the emission function, is, usually, continuous in time, the observable spectra can be also expressed by means of the Landau/Cooper-Frye prescriptio...

the objective of this paper is to deal with the fuzzy conic program- ming problems. the aim here is to derive weak and strong duality theorems for a general fuzzy conic programming. toward this end, the convexity-like concept of fuzzy mappings is introduced and then a speci c ordering cone is established based on the parameterized representation of fuzzy numbers. un- der this setting, duality t...

We study the problem of testing composite hypotheses versus composite alternatives, using a convex duality approach. In contrast to classical results obtained by Krafft & Witting [11], where sufficient optimality conditions are obtained via Lagrange duality, we obtain necessary and sufficient optimality conditions via Fenchel duality under some compactness assumptions. This approach also differ...

The objective of this paper is to deal with the fuzzy conic program- ming problems. The aim here is to derive weak and strong duality theorems for a general fuzzy conic programming. Toward this end, The convexity-like concept of fuzzy mappings is introduced and then a speci c ordering cone is established based on the parameterized representation of fuzzy numbers. Un- der this setting, duality t...