Dualize it: software for automatic primal and dual conversions of conic programs

作     者：Lofberg, Johan 

作者机构：Linkoping Univ Dept Elect Engn Div Automat Control S-58183 Linkoping Sweden 

出 版 物：《OPTIMIZATION METHODS & SOFTWARE》 (最优化方法与软件)

年 卷 期：2009年第24卷第3期

页      面：313-325页

核心收录：

学科分类：12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070105[理学-运筹学与控制论] 0835[工学-软件工程] 0701[理学-数学] 

基　　金：Institute 

主　　题：optimization conic programming modelling software 

摘      要：Many optimization problems gain from being interpreted and solved in either primal or dual forms. For a user with a particular application, one of these forms is usually much more natural to use, but this is not always the most efficient. This paper presents an implementation in the optimization modelling tool YALMIP that allows the user to define conic optimization problems in a preferred format, and then automatically derive a symbolic YALMIP model of the dual of this problem, solve the dual, and recover original variables. Applications in flexible generation of sum-of-squares programs, and efficient formulations of large-scale experiment design problems are used as illustrative examples.