Thesis
Operator splitting methods for large convex conic programs
- Abstract:
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Convex optimisation is used to solve many problems of interest in optimal control, signal processing, finance, operations research, and machine learning.
While medium-size problems can be solved efficiently by interior-point methods, modern applications often yield problems with very large dimensions. Compared to interior-point methods, operator splitting methods are computationally inexpensive, which allows them to solve much larger problems. However, they tend to converge slowly ...
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Authors
Contributors
+ Goulart, P
Role:
Supervisor
ORCID:
0000-0002-0456-4124
+ Cannon, M
Role:
Supervisor
Funding
+ Clarendon Fund
More from this funder
Grant:
Clarendon Scholarship
Funder identifier:
http://dx.doi.org/10.13039/501100014748
Bibliographic Details
- Type of award:
- DPhil
- Level of award:
- Doctoral
- Awarding institution:
- University of Oxford
Item Description
- Language:
- English
- Keywords:
- Subjects:
- Deposit date:
- 2021-08-28
Related Items
Terms of use
- Copyright holder:
- Garstka, M
- Copyright date:
- 2021
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