Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems

There is a large number of implementational choices to be made for the primal-dual interior point method in the context of mixed semidefinite and second order cone optimization. This paper presents such implementational issues in a unified framework, and compares the choices made by different research groups. This is also the first paper to provide an elaborate discussion of the implementation in SeDuMi.

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