Search

We consider a primal-dual short-step interior-point method for conic convex optimization problems for which exact evaluation of the gradient and Hessian of the primal and dual barrier functions is either impossible or ...

Matrix computations are expensive, and GPUs have the potential to deliver results at reduced cost by exploiting parallel computation. We focus on dense matrices of the form A D2 A^T, where A is an m x n matrix (m less ...