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Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems

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  • Sturm, J.F.

    (Tilburg University, Center for Economic Research)

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    Abstract

    AMS classifications: 90C22; 90C20;

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    Bibliographic Info

    Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2002-73.

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    Date of creation: 2002
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    Handle: RePEc:dgr:kubcen:200273

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    Web page: http://center.uvt.nl

    Related research

    Keywords: mathematical programming; linear programming; optimization;

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    References

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    1. NESTEROV ., Yurii E. & TODD , Michael J, 1994. "Self-Scaled Cones and Interior-Point Methods in Nonlinear Programming," CORE Discussion Papers 1994062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. NESTEROV , Yurii & TODD , Michael, 1995. "Primal-Dual Interior-Point Methods for Self-Scaled Cones," CORE Discussion Papers 1995044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Sturm, Jos F. & Zhang, Shuzhong, 2000. "On weighted centers for semidefinite programming," European Journal of Operational Research, Elsevier, vol. 126(2), pages 391-407, October.
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    Cited by:
    1. Stinstra, Erwin & den Hertog, Dick, 2008. "Robust optimization using computer experiments," European Journal of Operational Research, Elsevier, vol. 191(3), pages 816-837, December.
    2. Stinstra, E. & Hertog, D. den, 2005. "Robust Optimization Using Computer Experiments," Discussion Paper 2005-90, Tilburg University, Center for Economic Research.

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