dc.contributor.authorChua, Chek Beng.
dc.identifier.citationChua, C. B. (2007). The primal-dual second-order cone approximations algorithm for symmetric cone programming. Foundations of computational mathematics, (7)3, 273-302.en_US
dc.description.abstractGiven 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.en_US
dc.format.extent27 p.en_US
dc.relation.ispartofseriesFoundations of Computational Mathematics.en_US
dc.rightsFoundations of computational mathematics @ copyright 2000 Springer Verlag. The jourmal's websites is located at http://www.springerlink.com.ezlibproxy1.ntu.edu.sg/content/106038/en_US
dc.subjectDRNTU::Science::Mathematics::Applied mathematics::Optimization
dc.titleThe primal-dual second-order cone approximations algorithm for symmetric cone programmingen_US
dc.typeJournal Article
dc.contributor.schoolSchool of Physical and Mathematical Sciencesen_US
dc.description.versionAccepted versionen_US

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