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Solving problems with semidefinite and related constraints using interior-point methods for nonlinear programming. (English) Zbl 1030.90138

Summary: In this paper, we describe how to reformulate a problem that has second-order cone and/or semidefiniteness constraints in order to solve it using a general-purpose interior-point algorithm for nonlinear programming. The resulting problems are smooth and convex, and numerical results from the DIMACS Implementation Challenge problems and SDPLib are provided.

MSC:

90C51 Interior-point methods
90C30 Nonlinear programming
90C22 Semidefinite programming

Software:

SDPLIB; SeDuMi
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