Solving symmetric indefinite systems in an interior-point method for second order cone programming
Many optimization problems can be formulated as second order cone programming (SOCP) problems. Theoretical results show that applying interior-point method (IPM) to SOCP has global polynomial convergence. However, various stability issues arise in the implementation of IPM. The standard normal equat...
| Hauptverfasser: | , , |
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| Format: | Artikel |
| Sprache: | en_US |
| Veröffentlicht: |
2003
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| Schlagworte: | |
| Online Zugang: | http://hdl.handle.net/1721.1/4016 |