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Conic optimization


Conic optimization is a subfield of convex optimization that studies a class of structured convex optimization problems called conic optimization problems. A conic optimization problem consists of minimizing a convex function over the intersection of an affine subspace and a convex cone.

The class of conic optimization problems is a subclass of convex optimization problems and it includes some of the most well known classes of convex optimization problems, namely linear and semidefinite programming.

Given a real vector space X, a convex, real-valued function

defined on a convex cone , and an affine subspace defined by a set of affine constraints , a conic optimization problem is to find the point in for which the number is smallest.


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