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

Mathematical Programming, Series B

Volumn 95, Issue 2, 2003, Pages 219-247

  Sturm, Jos F ^a  

^a TILBURG UNIVERSITY   (Netherlands)

Author keywords

Second order cone programming; Semidefinite programming

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; ITERATIVE METHODS; MATRIX ALGEBRA; NUMERICAL METHODS; PROBLEM SOLVING;

CONE PROGRAMMING; SECOND ORDER CONE PROGRAMMING; SEMIDEFINITE PROGRAMMING;

NONLINEAR PROGRAMMING;

EID: 17444404688     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10107-002-0348-4     Document Type: Article

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