chapter  6
18 Pages

Algorithms for Conic Optimization

This section sketches the typical primal-dual interior-point methods for conic optimization problems. Following a short overview in section 6.1.1 of the interior-point methods, the primal-dual interior-point methods for LP (linear programming) and SDP (semidefinite programming) are introduced in section 6.1.2 and section 6.1.3, respectively.