Product-form Cholesky factorization in interior point methods for second-order cone programming

Mathematical Programming

Volumn 103, Issue 1, 2005, Pages 153-179

  Goldfarb, D ^a   Scheinberg, K ^b  

^a Columbia University ^*  (United States)

^b IBM T J WATSON RESEARCH CENTER   (United States)

Author keywords

Interior point methods; Product form Cholesky factorization; Second order cone programming

Indexed keywords

APPROXIMATION THEORY; MATHEMATICAL MODELS; MATHEMATICAL OPERATORS; PARAMETER ESTIMATION; POLYNOMIALS; PROBLEM SOLVING; QUADRATIC PROGRAMMING;

INTERIOR POINT METHODS; PRODUCT-FROM CHOLESKY FACTORIZATION; SECOND-ORDER CONE PROGRAMMING; SEMIDEFINITE PROGRAMMING (SDP);

LINEAR PROGRAMMING;

EID: 17444398132     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10107-004-0556-1     Document Type: Article

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