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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, School of Economics and Management)

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  • Sturm, J.F., 2002. "Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems," Other publications TiSEM b25faf5d-0142-4e14-b598-a, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:b25faf5d-0142-4e14-b598-a4bc4332076d
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    References listed on IDEAS

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    1. Sturm, J.F., 2001. "Avoiding Numerical Cancellation in the Interior Point Method for Solving Semidefinite Programs," Other publications TiSEM 949fb20a-a2c6-4d87-85ea-8, Tilburg University, School of Economics and Management.
    2. Renato D. C. Monteiro & Ilan Adler & Mauricio G. C. Resende, 1990. "A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension," Mathematics of Operations Research, INFORMS, vol. 15(2), pages 191-214, May.
    3. Michael A. Saunders, 1994. "Commentary—Major Cholesky Would Feel Proud," INFORMS Journal on Computing, INFORMS, vol. 6(1), pages 23-27, February.
    4. Shinji Mizuno & Michael J. Todd & Yinyu Ye, 1993. "On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming," Mathematics of Operations Research, INFORMS, vol. 18(4), pages 964-981, November.
    5. Sturm, J.F., 2001. "Avoiding Numerical Cancellation in the Interior Point Method for Solving Semidefinite Programs," Discussion Paper 2001-27, Tilburg University, Center for Economic Research.
    6. 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.
    7. Renato D. C. Monteiro & Paulo R. Zanjácomo, 2000. "General Interior-Point Maps and Existence of Weighted Paths for Nonlinear Semidefinite Complementarity Problems," Mathematics of Operations Research, INFORMS, vol. 25(3), pages 381-399, August.
    8. Irvin J. Lustig & Roy E. Marsten & David F. Shanno, 1994. "Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art," INFORMS Journal on Computing, INFORMS, vol. 6(1), pages 1-14, February.
    9. Luo, Z-Q. & Sturm, J.F. & Zhang, S., 1996. "Duality and Self-Duality for Conic Convex Programming," Econometric Institute Research Papers EI 9620-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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    Cited by:

    1. Zhao, Shuaidong & Zhang, Kuilin, 2020. "A distributionally robust stochastic optimization-based model predictive control with distributionally robust chance constraints for cooperative adaptive cruise control under uncertain traffic conditi," Transportation Research Part B: Methodological, Elsevier, vol. 138(C), pages 144-178.
    2. Stinstra, Erwin & den Hertog, Dick, 2008. "Robust optimization using computer experiments," European Journal of Operational Research, Elsevier, vol. 191(3), pages 816-837, December.
    3. Stinstra, E., 2006. "The meta-model approach for simulation-based design optimization," Other publications TiSEM 713f828a-4716-4a19-af00-e, Tilburg University, School of Economics and Management.
    4. Stinstra, E. & den Hertog, D., 2005. "Robust Optimization Using Computer Experiments," Other publications TiSEM 69d6e378-c9f9-44e8-9602-f, Tilburg University, School of Economics and Management.
    5. Xinfu Liu & Zuojun Shen, 2016. "Rapid Smooth Entry Trajectory Planning for High Lift/Drag Hypersonic Glide Vehicles," Journal of Optimization Theory and Applications, Springer, vol. 168(3), pages 917-943, March.
    6. Appino, Riccardo Remo & González Ordiano, Jorge Ángel & Mikut, Ralf & Faulwasser, Timm & Hagenmeyer, Veit, 2018. "On the use of probabilistic forecasts in scheduling of renewable energy sources coupled to storages," Applied Energy, Elsevier, vol. 210(C), pages 1207-1218.
    7. Zohrizadeh, Fariba & Josz, Cedric & Jin, Ming & Madani, Ramtin & Lavaei, Javad & Sojoudi, Somayeh, 2020. "A survey on conic relaxations of optimal power flow problem," European Journal of Operational Research, Elsevier, vol. 287(2), pages 391-409.
    8. Anand, C. & Sotirov, R. & Terlaky, T. & Zheng, Z., 2007. "Magnetic resonance tissue density estimation using optimal SSFP pulse-sequence design," Other publications TiSEM 371b5075-1085-4bf5-bd55-4, Tilburg University, School of Economics and Management.

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