The Q Method for Second-order Cone Programming
Farid Alizadeh (alizadehrutcor.rutgers.edu)
Abstract: Based on the Q method for SDP, we develop the Q method for SOCP. A modified Q method is also introduced. Properties of the algorithms are discussed. Convergence proofs are given. Finally, we present numerical results.
Keywords: Second-order cone programming, infeasible interior point method, eigen space decomposition.
Category 1: Linear, Cone and Semidefinite Programming (Second-Order Cone Programming )
Category 2: Linear, Cone and Semidefinite Programming (Semi-definite Programming )
Category 3: Nonlinear Optimization (Constrained Nonlinear Optimization )
Citation: AdvOl-Report#2004/15 McMaster University, Advanced Optimization Laboratory
Entry Submitted: 10/16/2004
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