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...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | en_US |
| Published: |
2003
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/4016 |