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

Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/1721.1/4016

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DC Field	Value	Language
dc.creator	Toh, Kim Chuan	-
dc.creator	Cai, Zhi	-
dc.creator	Freund, Robert M.	-
dc.date	2003-12-23T03:16:45Z	-
dc.date	2003-12-23T03:16:45Z	-
dc.date	2002-01	-
dc.date.accessioned	2013-10-09T02:33:46Z	-
dc.date.available	2013-10-09T02:33:46Z	-
dc.date.issued	2013-10-09	-
dc.identifier	http://hdl.handle.net/1721.1/4016	-
dc.identifier.uri	http://koha.mediu.edu.my:8181/xmlui/handle/1721	-
dc.description	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 stability issues arise in the implementation of IPM. The standard normal equation based implementation of IPM encounters stability problems in the computation of search direction. In this paper, an augmented system approach is proposed to overcome the stability problems. Numerical experiments show that the new approach can improve the stability.	-
dc.description	Singapore-MIT Alliance (SMA)	-
dc.format	172213 bytes	-
dc.format	application/pdf	-
dc.language	en_US	-
dc.relation	High Performance Computation for Engineered Systems (HPCES);	-
dc.subject	second order cone programming	-
dc.subject	SOCP	-
dc.subject	interior-point methog	-
dc.subject	reduced augmented system approach	-
dc.title	Solving symmetric indefinite systems in an interior-point method for second order cone programming	-
dc.type	Article	-
Appears in Collections:	MIT Items

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