Speaker: | Dr. Yu Xia |
Department of Computing and Software | |
McMaster University |
Title: The Q Method for Symmetric Cone Programming
Presentation Slides
The Q method of Alizadeh-Haeberly-Overton is extended to the symmetric cone programming. Instead of updating the primal-dual variables, one can update the eigenvalue and eigenvectors separately. I will emphasize on special case of second-order cone programming, including convergence results and numerical examples.
This is a joint work with Farid Alizadeh.