On implementing a primal-dual interior-point method for conic quadratic optimization

Mathematical Programming, Series B

Volumn 95, Issue 2, 2003, Pages 249-277

  Andersen, E D ^a   Roos, C ^b   Terlaky, T ^c  

^a Box 16 ^*  (Denmark)

^b DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

^c MCMASTER UNIVERSITY   (Canada)

Author keywords

Conic optimization; Interior point methods; Large scale implementation

Indexed keywords

COMPUTATIONAL METHODS; LINEAR ALGEBRA; MATHEMATICAL MODELS; NUMERICAL METHODS; OPTIMIZATION; PROBLEM SOLVING;

COMPUTATIONAL EFFICIENCY; OPTIMIZATION PROBLEMS; QUADRATIC OPTIMIZATION PROBLEMS;

QUADRATIC PROGRAMMING;

EID: 0348006618     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10107-002-0349-3     Document Type: Article

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