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    SIAMJO
    2008
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    An Augmented Primal-Dual Method for Linear Conic Programs
    14 years 14 days ago
    An Augmented Primal-Dual Method for Linear Conic Programs
    Download  www.optimization-online.org
    We propose a new iterative approach for solving linear programs over convex cones. Assuming that Slaters condition is satisfied, the conic problem is transformed to the minimizatio...
    Florian Jarre, Franz Rendl
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