Browsing High Performance Computation for Engineered Systems (HPCES) by Author "Cai, Zhi"

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Solving symmetric indefinite systems in an interior-point method for second order cone programming

Toh, Kim Chuan; Cai, Zhi; Freund, Robert M. (2002-01)

Many optimization problems can be formulated as second order cone programming (SOCP) problems. Theoretical results show that applying interior-point method (IPM) to SOCP has global polynomial convergence. However, various ...