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

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  • Sturm, J.F.

    (Tilburg University, School of Economics and Management)

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  • Sturm, J.F., 2001. "Avoiding Numerical Cancellation in the Interior Point Method for Solving Semidefinite Programs," Other publications TiSEM 949fb20a-a2c6-4d87-85ea-8, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:949fb20a-a2c6-4d87-85ea-80f7cdd147ac
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/538628/27.pdf
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    References listed on IDEAS

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    1. Yu. E. Nesterov & M. J. Todd, 1997. "Self-Scaled Barriers and Interior-Point Methods for Convex Programming," Mathematics of Operations Research, INFORMS, vol. 22(1), pages 1-42, February.
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    Cited by:

    1. Sturm, J.F., 2002. "Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems," Discussion Paper 2002-73, Tilburg University, Center for Economic Research.
    2. Sturm, J.F., 2002. "Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems," Other publications TiSEM b25faf5d-0142-4e14-b598-a, Tilburg University, School of Economics and Management.

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