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.
All Science Journal Classification (ASJC) codes
- General Mathematics
- Interior-point methods
- Nonlinear programming
- Second-order cone programming
- Semidefinite programming