2004 • Journal Article
Conic formulation for lp-norm optimization
Authors:
Glineur, François ,
Terlaky, Tamas
Published in:
Journal of Optimization Theory and Applications
Volume: 122 • Number: 2 • Pages: 285-307
In this paper, we formulate the lp-norm optimization problem as a conic optimization problem, derive its duality properties (weak duality, zero duality gap, and primal attainment) using standard conic duality and show how it can be solved in polynomial time applying the framework of interior-point algorithms based on self-concordant barriers.
