Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems
AbstractAMS classifications: 90C22; 90C20;
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2002-73.
Date of creation: 2002
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mathematical programming; linear programming; optimization;
Find related papers by JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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- 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).
- 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.
- 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).
- Stinstra, Erwin & den Hertog, Dick, 2008. "Robust optimization using computer experiments," European Journal of Operational Research, Elsevier, vol. 191(3), pages 816-837, December.
- 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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