Projection methods in conic optimization

@inproceedings{Henrion2010ProjectionMI,
  title={Projection methods in conic optimization},
  author={Didier Henrion and J{\'e}r{\^o}me Malick},
  year={2010}
}
There exist efficient algorithms to project a point onto the intersection of a convex cone and an affine subspace. Those conic projections are in turn the work-horse of a range of algorithms in conic optimization, having a variety of applications in science, finance and engineering. This chapter reviews some of these algorithms, emphasizing the so-called regularization algorithms for linear conic optimization, and applications in polynomial optimization. This is a presentation of the material… CONTINUE READING

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