Avoiding Numerical Cancellation in the Interior Point Method for Solving Semidefinite Programs

J.F. Sturm

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Abstract

AMS classifications: 90C22; 90C20;
Original languageEnglish
Place of PublicationTilburg
PublisherOperations research
Number of pages16
Volume2001-27
Publication statusPublished - 2001

Publication series

NameCentER Discussion Paper
Volume2001-27

Keywords

  • mathematical programming
  • semidefinite programming

Cite this

Sturm, J. F. (2001). Avoiding Numerical Cancellation in the Interior Point Method for Solving Semidefinite Programs. (CentER Discussion Paper; Vol. 2001-27). Operations research.