Mathematical Programming

, Volume 95, Issue 2, pp 279–302 | Cite as

Solving Problems with Semidefinite and Related Constraints Using Interior-Point Methods for Nonlinear Programming

  • Hande Y. Benson
  • Robert J. Vanderbei

Abstract.

 In this paper, we describe how to reformulate a problem that has second-order cone and/or semidefiniteness constraints in order to solve it using a general-purpose interior-point algorithm for nonlinear programming. The resulting problems are smooth and convex, and numerical results from the DIMACS Implementation Challenge problems and SDPLib are provided.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  • Hande Y. Benson
    • 1
  • Robert J. Vanderbei
    • 2
  1. 1.Dept. of Operations Research and Financial Engineering, Princeton University, Princeton, NJ 08544, e-mail: hyurttan@princeton.eduUS
  2. 2.Dept. of Operations Research and Financial Engineering, Princeton University, Princeton, NJ 08544, e-mail: rvdb@princeton.eduUS

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