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The Q Method for Second-order Cone Programming

Farid Alizadeh (alizadeh***at***rutcor.rutgers.edu)
Yu Xia (yuxia***at***cas.mcmaster.ca)

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

Download: [Postscript][Compressed Postscript][PDF]

Entry Submitted: 10/16/2004
Entry Accepted: 10/16/2004
Entry Last Modified: 10/16/2004

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