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math.OC2025
Optimistic Online Learning in Symmetric Cone Games
Anas Barakat, Wayne Lin, John Lazarsfeld +1
We introduce symmetric cone games (SCGs), a broad class of multi-player games where each player's strategy lies in a generalized simplex (the trace-one slice of a symmetric cone).…
math.OC2024
A Primal-Dual Framework for Symmetric Cone Programming
Jiaqi Zheng, Antonios Varvitsiotis, Tiow-Seng Tan +1
In this paper, we introduce a primal-dual algorithmic framework for solving Symmetric Cone Programs (SCPs), a versatile optimization model that unifies and extends Linear, Second-O…