Solving Second Order Cone Programming via a Reduced Augmented System Approach

DOI10.1137/040614797zbMath1128.90045OpenAlexW2074587202MaRDI QIDQ5757346

Kim-Chuan Toh, Zhi Cai

Publication date: 6 September 2007

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/5e9e56396cce1361c69c183cad769aa4676c6087

zbMATH Keywords

stabilitysecond order cone programmingaugmented equationNesterov-Todd direction

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Quadratic programming (90C20) Interior-point methods (90C51)

Related Items (3)

An alternating direction method for second-order conic programming ⋮ On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0 ⋮ An Inexact Augmented Lagrangian Method for Second-Order Cone Programming with Applications

Uses Software

• SeDuMi
• SDPT3
• mctoolbox
• MA47

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