Interior Point Methods for Second-Order Cone Programming and OR Applications

@article{Kuo2004InteriorPM,
  title={Interior Point Methods for Second-Order Cone Programming and OR Applications},
  author={Yu-Ju Kuo and Hans D. Mittelmann},
  journal={Comp. Opt. and Appl.},
  year={2004},
  volume={28},
  pages={255-285}
}
Interior point methods (IPM) have been developed for all types of constrained optimization problems. In this work the extension of IPM to second order cone programming (SOCP) is studied based on the work of Andersen, Roos, and Terlaky. SOCP minimizes a linear objective function over the direct product of quadratic cones, rotated quadratic cones, and an affine set. It is described in detail how to convert several application problems to SOCP. Moreover, a proof is given of the existence of the… CONTINUE READING

References

Publications referenced by this paper.
Showing 1-10 of 21 references

Applications of Second-order Cone

ProgrammingMiguel Sousa Lobo, Lieven Vandenberghe, Stephen Boyd
1998
View 5 Excerpts
Highly Influenced

On the Implementation of a Primal-Dual Interior Point Method

SIAM Journal on Optimization • 1992
View 3 Excerpts
Highly Influenced

Terlaky,“ On implementing a primal-dual interior-point method for conic quadratic optimization.

E. D. Andersen, C. Roos
Mathematical Programming Ser. B, • 2003
View 3 Excerpts

Interior point algorithm for second-order cone problems with applications

Y. J. Kuo
PhD dissertation, Department of Mathematics and Statistic, Arizona State University, 2002. • 2002
View 3 Excerpts

Similar Papers

Loading similar papers…