Implementation of interior point methods for mixed semidefinite and second order cone optimization problems.
Jos F. SturmPublished in: Optim. Methods Softw. (2002)
Keyphrases
- semidefinite
- interior point methods
- cutting plane method
- semidefinite programming
- optimization problems
- analytic center
- interior point
- convex optimization
- linear programming
- linear program
- primal dual
- quadratic programming
- evolutionary algorithm
- sufficient conditions
- objective function
- higher dimensional
- computationally intensive
- solving problems
- linear systems
- convex sets
- convex relaxation
- low rank
- denoising
- extreme points
- optimal solution