| dc.contributor.author |
Chua, Chek Beng. |
| dc.date.accessioned |
2009-07-28T01:16:03Z |
| dc.date.available |
2009-07-28T01:16:03Z |
| dc.date.copyright |
2007 |
| dc.date.issued |
2009-07-28T01:16:03Z |
| dc.identifier.citation |
Chua, C. B. (2007). The primal-dual second-order cone approximations algorithm for symmetric cone programming. Foundations of computational mathematics, (7)3, 273-302. |
| dc.identifier.issn |
1615-3383 |
| dc.identifier.uri |
http://hdl.handle.net/10220/4707 |
| dc.description.abstract |
Given any open convex cone K, a logarithmically homogeneous, self-concordant barrier for K and any positive real number r < 1, we associate, with each direction x 2 K, a second-order cone ˆKr(x) containing K. We show that K is the interior of the intersection of the second-order cones ˆKr(x), as x ranges over all directions in K. Using these second-order cones as approximations to cones of symmetric, positive definite matrices, we develop a new polynomial-time primal-dual interior-point algorithm for semidefinite programming. The algorithm is extended to symmetric cone programming via the relation between symmetric cones and Euclidean Jordan algebras. |
| dc.format.extent |
27 p. |
| dc.language.iso |
en |
| dc.relation.ispartofseries |
Foundations of Computational Mathematics. |
| dc.rights |
Foundations of computational mathematics @ copyright 2000 Springer Verlag. The jourmal's websites is located at http://www.springerlink.com.ezlibproxy1.ntu.edu.sg/content/106038/ |
| dc.subject |
DRNTU::Science::Mathematics::Applied mathematics::Optimization. |
| dc.title |
The primal-dual second-order cone approximations algorithm for symmetric cone programming. |
| dc.type |
Journal Article |
| dc.contributor.school |
School of Physical and Mathematical Sciences |
| dc.identifier.doi |
http://dx.doi.org/10.1007/s10208-004-0149-7 |
| dc.description.version |
Accepted version |
