A Primal-Dual Interior-Point Algorithm for Nonsymmetric Conic Optimization

Explore a comprehensive lecture on a primal-dual interior-point algorithm for nonsymmetric conic optimization, presented by Erling Andersen from MOSEK ApS. Delivered as part of the Optimization: Theory, Algorithms, Applications Lecture Series at the Fields Institute, this 82-minute talk delves into advanced optimization techniques and their applications. Gain insights into the intricacies of interior-point algorithms and their role in solving complex conic optimization problems, particularly those involving nonsymmetric cones.