Avoiding Numerical Cancellation in the Interior Point Method for Solving Semidefinite Programs
Year of publication: |
2001
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Authors: | Sturm, J.F. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | mathematical programming | semidefinite programming |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series CentER Discussion Paper Number 2001-27 |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques |
Source: |
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