Name of the Package | Author(s) | Purpose |
---|---|---|
SOCP | Miguel Sousa Lobo
Stanford University Information Systems Laboratory Packard 235, 350 Serra Mall Stanford, CA 94305-9510 mlobo@stanford.edu Lieven Vandenberghe UCLA Electrical Engineering Department 68-119 Engineering IV Los Angeles, CA 90095-1594 E-mail: vandenbe@ee.ucla.edu Stephen P. Boyd Stanford University, Packard 264, Stanford, CA 94305 E-mail: boyd@stanford.edu | A primal-dual potential reduction method for solving second-order cone programming problems:
minimize f^T x subject to || A_i x + b_i ||_2 <= c_i^T x + d_i , i=1,...,L The package includes a C implementation, matlab interface functions, documentation and examples. M. Lobo, L. Vandenberghe, S. Boyd, and H. Lebret, Applications of Second-Order Cone Programming. Linear Algebra & its Applications, v.284, pp.193-228, Nov.1998. |