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IPRSOCP: A Primal-Dual Interior-Point Relaxation Algorithm for Second-Order Cone Programming

Rui-Jin Zhang, Zhao-Wei Wang,Xin-Wei Liu,Yu-Hong Dai

Journal of the Operations Research Society of China(2024)

Cited 0|Views18
Key words
Second-order cone programming,Interior-point relaxation method,Smoothing barrier augmented Lagrangian function,Schur complement matrix,Global convergence,90C25,90C51,65K05
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