Abstract
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.
Original language | English (US) |
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Pages (from-to) | 279-302 |
Number of pages | 24 |
Journal | Mathematical Programming, Series B |
Volume | 95 |
Issue number | 2 |
DOIs | |
State | Published - Feb 2003 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Software
- General Mathematics
Keywords
- Interior-point methods
- Nonlinear programming
- Second-order cone programming
- Semidefinite programming