Second-order cone programming

被引:1164
作者
Alizadeh, F [1 ]
Goldfarb, D
机构
[1] Rutgers State Univ, RUTCOR, Piscataway, NJ 08855 USA
[2] Rutgers State Univ, Sch Business, Piscataway, NJ 08855 USA
[3] Columbia Univ, IEOR, New York, NY 10027 USA
关键词
D O I
10.1007/s10107-002-0339-5
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
[No abstract available]
引用
收藏
页码:3 / 51
页数:49
相关论文
共 64 条
[1]  
ADLER I, 1995, RRR11195 RUTCOR RUTG
[2]   Primal-dual interior-point methods for semidefinite programming: Convergence rates, stability and numerical results [J].
Alizadeh, F ;
Haeberly, JPA ;
Overton, ML .
SIAM JOURNAL ON OPTIMIZATION, 1998, 8 (03) :746-768
[3]  
ALIZADEH F, 1997, MATH PROGRAMMING, V77
[4]  
ALIZADEH F, 2000, HDB SEMIDEFINITE PRO, P195
[5]  
ALIZADEH F, 1997, 2397 RUTCOR RUTG U
[6]  
ALIZADEH F, 1997, 737 CIRR I MATH SCI
[7]  
ANDEERSEN KD, 1994, SIAM J SCI COMP
[8]   A modified Schur-complement method for handling dense columns in interior-point methods for linear programming [J].
Andersen, KD .
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 1996, 22 (03) :348-356
[9]   Robust convex optimization [J].
Ben-Tal, A ;
Nemirovski, A .
MATHEMATICS OF OPERATIONS RESEARCH, 1998, 23 (04) :769-805
[10]   Robust solutions of uncertain linear programs [J].
Ben-Tal, A ;
Nemirovski, A .
OPERATIONS RESEARCH LETTERS, 1999, 25 (01) :1-13