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Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems

Jos F. Sturm (j.f.sturm***at***kub.nl)

Abstract: There is a large number of implementational choices to be made for the primal-dual interior point method in the context of mixed semidefinite and second order cone optimization. This paper presents such implementational issues in a unified framework, and compares the choices made by different research groups. This is also the first paper to provide an elaborate discussion of the implementation in SeDuMi.

Keywords: Semidefinite Programming, Second Order Cone Programming, Linear Programming, Interior Point Method, Optimization.

Category 1: Linear, Cone and Semidefinite Programming

Citation:

Download: [Postscript][PDF]

Entry Submitted: 08/05/2002
Entry Accepted: 08/05/2002
Entry Last Modified: 08/05/2002

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