polar decomposition

The Q Method for Symmetric Cone Programming

  • Farid Alizadeh
  • Yu Xia
    • Categories Complementarity and Variational Inequalities, Convex and Nonsmooth Optimization, Linear, Cone and Semidefinite Programming Tags , , , ,

    We extend the Q method to the symmetric cone programming. An infeasible interior point algorithm and a Newton-type algorithm are given. We give convergence results of the interior point algorithm and prove that the Newton-type algorithm is good for CitationAdvOl-Report#2004/18 McMaster University, Advanced Optimization Laboratory Hamilton, Ontario, Canada October 2004ArticleDownload View PDF