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The Q method for the second-order cone programming

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper we present a new algorithm for solving the second order cone programming problems which we call the Q method. This algorithm is an extension of the Q method of Alizadeh Haeberly and Overton for the semidefinite programming problem.

Original languageEnglish (US)
Pages (from-to)208-213
Number of pages6
JournalUnknown Journal
StatePublished - 2001

All Science Journal Classification (ASJC) codes

  • General Engineering

Keywords

  • Interior point methods
  • Jordan algebra
  • Second order cone programming
  • Semidefinite programming

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