liu.seSearch for publications in DiVA
Change search
ReferencesLink to record
Permanent link

Direct link
Dualize it: Software for Automatic Primal and Dual Conversions of Conic Programs
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2009 (English)In: Optimization Methods and Software, ISSN 1055-6788, Vol. 24, no 3, 313-325 p.Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
Taylor & Francis, 2009. Vol. 24, no 3, 313-325 p.
Keyword [en]
Optimization, Conic programming, Modelling software
National Category
Computational Mathematics Control Engineering
URN: urn:nbn:se:liu:diva-18548DOI: 10.1080/10556780802553325OAI: diva2:220470
Available from: 2009-06-01 Created: 2009-06-01 Last updated: 2013-07-22

Open Access in DiVA

No full text

Other links

Publisher's full text

Search in DiVA

By author/editor
Löfberg, Johan
By organisation
Automatic ControlThe Institute of Technology
In the same journal
Optimization Methods and Software
Computational MathematicsControl Engineering

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Altmetric score

Total: 89 hits
ReferencesLink to record
Permanent link

Direct link