27 citations · 49 across the 3 of their papers we have counts for
4 papers
An Algorithm for Nonsymmetric Conic Optimization Inspired by MOSEK
Riley Badenbroek, Joachim Dahl
We analyze the scaling matrix, search direction, and neighborhood used in MOSEK's algorithm for nonsymmetric conic optimization [Dahl and Andersen, 2019]. It is proven that these c…
On the Robustness and Scalability of Semidefinite Relaxation for Optimal Power Flow Problems
Anders Eltved, Joachim Dahl, Martin S. Andersen
Semidefinite relaxation techniques have shown great promise for nonconvex optimal power flow problems. However, a number of independent numerical experiments have led to concerns a…
Regression techniques for Portfolio Optimisation using MOSEK
Thomas Schmelzer, Raphael Hauser, Erling Andersen +1
Regression is widely used by practioners across many disciplines. We reformulate the underlying optimisation problem as a second-order conic program providing the flexibility often…
Logarithmic barriers for sparse matrix cones
Martin S. Andersen, Joachim Dahl, Lieven Vandenberghe
Algorithms are presented for evaluating gradients and Hessians of logarithmic barrier functions for two types of convex cones: the cone of positive semidefinite matrices with a giv…