AntoniouLu2007 |
This implementation is based on Algorithm 14.5 in the reference.
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PrimalDualInteriorPointMinimizer |
Solves a Dual Second Order Conic Programming problem using the Primal Dual
Interior Point algorithm.
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PrimalDualInteriorPointMinimizer1 |
The SOCP dual problem we are solving here is :
\max {\bm b}^T \hat{\bm y} \\
{\rm s.t.} ({\bm A_i^q})^T \hat{\bm y} + {\bm z_i^q} = c_i^q,\ {\bm z_i^q}\in
\mathcal{K}_q^{q_i},\ for i\in [n_q];\\
({\bm A^{\ell}})^T \hat{\bm y} + {\bm z}^{\ell} = c^{\ell},\ {\bm z}^{\ell}
\ge 0;\\
({\bm A^u})^T \hat{\bm y} = c^u;\\
\hat{\bm y} \in \mathbb{R}^m;\ {\bm z}^{\ell}\in \mathbb{R}^{n_{\ell}};\ {\bm
z}^u \in \mathbb{R}^{n_u}.
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PrimalDualSolution |
The vector set {x, s, y} is a solution to both the primal and dual SOCP problems.
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SDPT3v4 |
This implements Algorithm_IPC, the SOCP interior point algorithm in SDPT3
version 4.
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SDPT3v4_1a |
This implements Algorithm_IPC, the SOCP interior point algorithm in SDPT3
version 4.
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SDPT3v4_1b |
This implements Algorithm_IPC, the SOCP interior point algorithm in SDPT3
version 4.
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