Corpus ID: 119667425

COSMO: A conic operator splitting method for convex conic problems

@article{Garstka2019COSMOAC,
  title={COSMO: A conic operator splitting method for convex conic problems},
  author={Michael Garstka and M. Cannon and P. Goulart},
  journal={arXiv: Optimization and Control},
  year={2019}
}

Michael Garstka, M. Cannon, P. Goulart

Published 2019

Computer Science, Mathematics

arXiv: Optimization and Control

This paper describes the Conic Operator Splitting Method (COSMO) solver, an operator splitting algorithm for convex optimisation problems with quadratic objective function and conic constraints. At each step the algorithm alternates between solving a quasi-definite linear system with a constant coefficient matrix and a projection onto convex sets. The low per-iteration computational cost makes the method particularly efficient for large problems, e.g. semidefinite programs that arise in… CONTINUE READING

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