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

  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.},
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


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