Solving problems with semidefinite and related constraints using interior-point methods for nonlinear programming

Hande Y. Benson, Robert J. Vanderbei

Research output: Contribution to journalArticlepeer-review

34 Scopus citations

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 languageEnglish (US)
Pages (from-to)279-302
Number of pages24
JournalMathematical Programming, Series B
Volume95
Issue number2
DOIs
StatePublished - Feb 2003

All Science Journal Classification (ASJC) codes

  • Software
  • Mathematics(all)

Keywords

  • Interior-point methods
  • Nonlinear programming
  • Second-order cone programming
  • Semidefinite programming

Fingerprint Dive into the research topics of 'Solving problems with semidefinite and related constraints using interior-point methods for nonlinear programming'. Together they form a unique fingerprint.

Cite this