Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems
作者： Jos F. Sturm
DOI: 10.1080/1055678021000045123
关键词: Mathematics 、 Optimization problem 、 Quadratically constrained quadratic program 、 Semidefinite programming 、 Context (language use) 、 Mathematical optimization 、 Conic optimization 、 Semidefinite embedding 、 Second-order cone programming 、 Interior point method
摘要: … primal–dual interior point method. An important design … interior point approach and the self-dual embedding approach. … In particular, no symmetric eigenvalue decomposition is needed…
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optimization-online.org 参考文章(84)
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