Avoiding numerical cancellation in the interior point method for solving semidefinite programs

DOI10.1007/s10107-002-0348-4zbMath1030.90139OpenAlexW2015007760MaRDI QIDQ1411639

Jos F. Sturm

Publication date: 29 October 2003

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-002-0348-4

zbMATH Keywords

second-order cone programming

Mathematics Subject Classification ID

Semidefinite programming (90C22) Interior-point methods (90C51)

Related Items (3)

Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones ⋮ Interior Point Methods for Nonlinear Optimization ⋮ Product-form Cholesky factorization in interior point methods for second-order cone programming

Uses Software

• CSDP
• SDPLIB
• SDPA
• SeDuMi
• SDPT3
• mctoolbox

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