| Article ID: | iaor20041230 |
| Country: | Germany |
| Volume: | 95 |
| Issue: | 2 |
| Start Page Number: | 279 |
| End Page Number: | 302 |
| Publication Date: | Jan 2003 |
| Journal: | Mathematical Programming |
| Authors: | Vanderbei R.J., Benson H.Y. |
| Keywords: | interior point methods |
In this paper, we describe how to reformulate a problem that has second-order cone and/or semi-definiteness 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.