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Volumn 35, Issue 5, 2008, Pages 1510-1538

The Q method for second order cone programming

Author keywords

Infeasible interior point method; Second order cone programming; The Q method

Indexed keywords

ADAPTIVE ALGORITHMS; COMPUTATIONAL METHODS; CONVERGENCE OF NUMERICAL METHODS; OPTIMIZATION; PROBLEM SOLVING;

EID: 34748820562     PISSN: 03050548     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cor.2006.08.009     Document Type: Article
Times cited : (9)

References (12)
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    • 2342458706 scopus 로고    scopus 로고
    • Second-order cone programming
    • Alizadeh F., and Goldfarb D. Second-order cone programming. Mathematical Programming 95 1, Ser. B (2003) 3-51
    • (2003) Mathematical Programming , vol.95 , Issue.1 Ser. B , pp. 3-51
    • Alizadeh, F.1    Goldfarb, D.2
  • 3
    • 0032327612 scopus 로고    scopus 로고
    • Primal-dual interior-point methods for semidefinite programming: convergence rates, stability and numerical results
    • [electronic]
    • Alizadeh F., Haeberly J.P., and Overton M.L. Primal-dual interior-point methods for semidefinite programming: convergence rates, stability and numerical results. SIAM Journal on Optimization 8 3 (1998) 746-768 [electronic]
    • (1998) SIAM Journal on Optimization , vol.8 , Issue.3 , pp. 746-768
    • Alizadeh, F.1    Haeberly, J.P.2    Overton, M.L.3
  • 4
    • 34748925932 scopus 로고    scopus 로고
    • Xia Y, Alizadeh F. The Q Method for Symmetric Cone Programming. Manuscript, 2005.
  • 6
    • 34748920166 scopus 로고    scopus 로고
    • Alizadeh F, Schmieta SH. Optimization with semidefinite, quadratic and linear constraints. Technical Report RRR 23-97, RUTCOR, Rutgers Univeristy, 1997.
  • 7
    • 34748848730 scopus 로고    scopus 로고
    • Adler I, Alizadeh F. Primal-dual interior point algorithms for convex quadratically constrained and semidefinite optimization problems. Technical Report RRR 46-95, RUTCOR, Rutgers University, 1995.
  • 8
    • 0000561116 scopus 로고
    • On the implementation of a primal-dual interior point method
    • Mehrotra S. On the implementation of a primal-dual interior point method. SIAM Journal on Optimization 2 (1992) 575-601
    • (1992) SIAM Journal on Optimization , vol.2 , pp. 575-601
    • Mehrotra, S.1
  • 9
    • 0031285688 scopus 로고    scopus 로고
    • An efficient algorithm for minimizing a sum of Euclidean norms with applications
    • Xue G., and Ye Y. An efficient algorithm for minimizing a sum of Euclidean norms with applications. SIAM Journal on Optimization 7 4 (1997) 1017-1036
    • (1997) SIAM Journal on Optimization , vol.7 , Issue.4 , pp. 1017-1036
    • Xue, G.1    Ye, Y.2
  • 10
    • 17444398132 scopus 로고    scopus 로고
    • Product-form Cholesky factorization in interior point methods for second-order cone programming
    • Goldfarb D., and Scheinberg K. Product-form Cholesky factorization in interior point methods for second-order cone programming. Mathematical Programming 103 1, Ser. A (2005) 153-179
    • (2005) Mathematical Programming , vol.103 , Issue.1 Ser. A , pp. 153-179
    • Goldfarb, D.1    Scheinberg, K.2
  • 11
    • 3042932589 scopus 로고
    • A primal-dual infeasible-interior-point algorithm for linear programming
    • Kojima M., Megiddo N., and Mizuno S. A primal-dual infeasible-interior-point algorithm for linear programming. Mathematical Programming 61 3, Ser. A (1993) 263-280
    • (1993) Mathematical Programming , vol.61 , Issue.3 Ser. A , pp. 263-280
    • Kojima, M.1    Megiddo, N.2    Mizuno, S.3
  • 12
    • 0033076251 scopus 로고    scopus 로고
    • Convergence of a class of inexact interior-point algorithms for linear programs
    • Freund R.W., Jarre F., and Mizuno S. Convergence of a class of inexact interior-point algorithms for linear programs. Mathematics of Operations Research 24 1 (1999) 50-71
    • (1999) Mathematics of Operations Research , vol.24 , Issue.1 , pp. 50-71
    • Freund, R.W.1    Jarre, F.2    Mizuno, S.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.