Solving problems with semidefinite and related constraints using interior-point methods for nonlinear programming

被引：43

作者：

Benson, HY ^{[1
]}

Vanderbei, RJ ^{[1
]}

机构：

[1] Princeton Univ, Dept Operat Res & Financial Engn, Princeton, NJ 08544 USA

来源：

MATHEMATICAL PROGRAMMING | 2003年 / 95卷 / 02期

关键词：

semidefinite programming; second-order cone programming; interior-point methods; nonlinear programming;

D O I：

10.1007/s10107-002-0350-x

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

In this paper, we describe how to reformulate a problem that has second-order cone and/or semi-definiteness constraints in order to solve it using a general-purpose interior-point algorithm for nonlinear programming. The resulting problems are smooth and convex, and numerical results from the DIMACS Implementation Challenge problems and SDPLib are provided.

引用

页码：279 / 302

页数：24

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