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

Hande Y. Benson; Robert J. Vanderbei

doi:10.1007/s10107-002-0350-x

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

Hande Y. Benson
, Robert J. Vanderbei

Research output: Contribution to journal › Article › peer-review

48 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 language	English (US)
Pages (from-to)	279-302
Number of pages	24
Journal	Mathematical Programming, Series B
Volume	95
Issue number	2
DOIs	https://doi.org/10.1007/s10107-002-0350-x
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

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10.1007/s10107-002-0350-x

Cite this

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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.",

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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

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U2 - 10.1007/s10107-002-0350-x

DO - 10.1007/s10107-002-0350-x

M3 - Article

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SP - 279

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JO - Mathematical Programming, Series B

JF - Mathematical Programming, Series B

IS - 2

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

Abstract

All Science Journal Classification (ASJC) codes

Keywords

Access to Document

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