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Many convex optimization problems can be represented through conic extended formulations (EFs) using only the small number of standard cones recognized by advanced conic solvers such as MOSEK 9. However, EFs are often significantly larger and more complex than equivalent conic natural formulations (NFs) represented using the much broader class of exotic cones. We define an exotic cone as a proper cone for which we can implement easily computable logarithmically homogeneous self-concordant barrier oracles for either the cone or its dual cone. Our goal is to establish whether a generic conic interior point solver supporting NFs can outperform an advanced conic solver specialized for EFs across a variety of applied problems. We introduce Hypatia, a highly configurable open-source conic primal-dual interior point solver written in Julia and accessible through JuMP. Hypatia has a generic interface for exotic cones, some of which we define here. For seven applied problems, we introduce NFs using these cones and construct EFs that are necessarily larger and more complex. Our computational experiments demonstrate the advantages, especially in terms of solve time and memory usage, of solving the NFs with Hypatia compared with solving the EFs with either Hypatia or MOSEK 9.
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Conical Metrics on Riemann Surfaces, II: Spherical Metrics
Abstract We continue our study, initiated in [34], of Riemann surfaces with constant curvature and isolated conic singularities. Using the machinery developed in that earlier paper of extended configuration families of simple divisors, we study the existence and deformation theory for spherical conic metrics with some or all of the cone angles greater than $$2\pi $$. Deformations are obstructed precisely when the number $$2$$ lies in the spectrum of the Friedrichs extension of the Laplacian. Our main result is that, in this case, it is possible to find a smooth local moduli space of solutions by allowing the cone points to split. This analytic fact reflects geometric constructions in [37, 38].
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- Award ID(s):
- 2041823
- PAR ID:
- 10222788
- Date Published:
- Journal Name:
- International Mathematics Research Notices
- ISSN:
- 1073-7928
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Abstract In recent work, we provide computational arguments for expanding the class of proper cones recognized by conic optimization solvers, to permit simpler, smaller, more natural conic formulations. We define an exotic cone as a proper cone for which we can implement a small set of tractable (i.e. fast, numerically stable, analytic) oracles for a logarithmically homogeneous self-concordant barrier for the cone or for its dual cone. Our extensible, open-source conic interior point solver, Hypatia, allows modeling and solving any conic problem over a Cartesian product of exotic cones. In this paper, we introduce Hypatia’s interior point algorithm, which generalizes that of Skajaa and Ye (Math. Program. 150(2):391–422, 2015) by handling exotic cones without tractable primal oracles. To improve iteration count and solve time in practice, we propose four enhancements to the interior point stepping procedure of Skajaa and Ye: (1) loosening the central path proximity conditions, (2) adjusting the directions using a third order directional derivative barrier oracle, (3) performing a backtracking search on a curve, and (4) combining the prediction and centering directions. We implement 23 useful exotic cones in Hypatia. We summarize the complexity of computing oracles for these cones and show that our new third order oracle is not a bottleneck. From 37 applied examples, we generate a diverse benchmark set of 379 problems. Our computational testing shows that each stepping enhancement improves Hypatia’s iteration count and solve time. Altogether, the enhancements reduce the geometric means of iteration count and solve time by over 80% and 70% respectively.more » « less
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1093/imrn/rnab011
