Solving Problems with Semidefinite and Related Constraints Using Interior-Point Methods for Nonlinear Programming
- Cite this article as:
- Benson, H. & Vanderbei, R. Math. Program., Ser. B (2003) 95: 279. doi:10.1007/s10107-002-0350-x
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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.