Product-form Cholesky factorization in interior point methods for second-order cone programming

DOI10.1007/s10107-004-0556-1zbMath1079.90157OpenAlexW2082364683MaRDI QIDQ1777219

Katya Scheinberg, Donald Goldfarb

Publication date: 12 May 2005

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-004-0556-1

zbMATH Keywords

Interior point methodsSecond-order cone programmingProduct-form Cholesky factorization

Mathematics Subject Classification ID

Interior-point methods (90C51)

Related Items

A random attention and utility model, The \(Q\) method for second order cone programming, Interior Point Methods for Nonlinear Optimization, Exploiting separability in large-scale linear support vector machine training, Conditions for error bounds of linear complementarity problems over second-order cones with pseudomonotonicity, Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion, Correlative sparsity in primal-dual interior-point methods for LP, SDP, and SOCP, An efficient numerical method for the symmetric positive definite second-order cone linear complementarity problem, A Krylov Subspace Method for Large-Scale Second-Order Cone Linear Complementarity Problem

Uses Software

• SeDuMi
• SDPT3
• mctoolbox

Cites Work

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