TY - JOUR
T1 - Solving problems with semidefinite and related constraints using interior-point methods for nonlinear programming
AU - Benson, Hande Y.
AU - Vanderbei, Robert J.
N1 - Copyright:
Copyright 2011 Elsevier B.V., All rights reserved.
PY - 2003/2
Y1 - 2003/2
N2 - In this paper, we describe how to reformulate a problem that has second-order cone and/or semidefiniteness constraints in order to solve it using a general-purpose interior-point algorithm for nonlinear programming. The resulting problems are smooth and convex, and numerical results from the DIMACS Implementation Challenge problems and SDPLib are provided.
AB - In this paper, we describe how to reformulate a problem that has second-order cone and/or semidefiniteness constraints in order to solve it using a general-purpose interior-point algorithm for nonlinear programming. The resulting problems are smooth and convex, and numerical results from the DIMACS Implementation Challenge problems and SDPLib are provided.
KW - Interior-point methods
KW - Nonlinear programming
KW - Second-order cone programming
KW - Semidefinite programming
UR - http://www.scopus.com/inward/record.url?scp=23944525183&partnerID=8YFLogxK
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U2 - 10.1007/s10107-002-0350-x
DO - 10.1007/s10107-002-0350-x
M3 - Article
AN - SCOPUS:23944525183
SN - 0025-5610
VL - 95
SP - 279
EP - 302
JO - Mathematical Programming
JF - Mathematical Programming
IS - 2
ER -