Solving Second Order Cone Programming via a Reduced Augmented System Approach

DOI10.1137/040614797MaRDI QIDQ5757346zbMATH OpenOpenAlexFDO

Authors Zhi Cai, Kim-Chuan Toh

Publication date 6 September 2007

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/5e9e56396cce1361c69c183cad769aa4676c6087

zbMATH Keywords

augmented equationNesterov-Todd directionsecond order cone programmingstability

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Semidefinite programming (90C22) Interior-point methods (90C51)

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Cited in

(5)

• On the implementation and usage of SDPT3 -- a Matlab software package for semidefinite-quadratic-linear programming, version 4.0
• An alternating direction method for second-order conic programming
• An inexact augmented Lagrangian method for second-order cone programming with applications
• Second-order cone programming for frictional contact mechanics using interior point algorithm
• IPRSOCP: a primal-dual interior-point relaxation algorithm for second-order cone programming

Describes a project that uses

Uses Software

• SeDuMi
• mctoolbox
• SDPT3
• MA47

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