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

dc.contributor.author	Toh, Kim Chuan
dc.contributor.author	Cai, Zhi
dc.contributor.author	Freund, Robert M.
dc.date.accessioned	2003-12-23T03:16:45Z
dc.date.available	2003-12-23T03:16:45Z
dc.date.issued	2002-01
dc.identifier.uri	http://hdl.handle.net/1721.1/4016
dc.description.abstract	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.	en
dc.description.sponsorship	Singapore-MIT Alliance (SMA)	en
dc.format.extent	172213 bytes
dc.format.mimetype	application/pdf
dc.language.iso	en_US
dc.relation.ispartofseries	High Performance Computation for Engineered Systems (HPCES);
dc.subject	second order cone programming	en
dc.subject	SOCP	en
dc.subject	interior-point methog	en
dc.subject	reduced augmented system approach	en
dc.title	Solving symmetric indefinite systems in an interior-point method for second order cone programming	en
dc.type	Article	en