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Here, we will discuss some computational issues in second order
cone programming, especially the linear system
(16). Denote by
the right
hand side of (16). The augmented system following
from (16) is
where
We use the NT
direction, i.e.,
, apply the
ShermanMorrisonWoodury formula to the coefficient matrix, and
denote

(41) 
Hence,
where 
(42) 
The next lemma follows immediately.
Moreover, the normal equations are
Subsequently,
the search direction can be computed as follows:
Furthermore, one can rewrite
as
Two vectors
and have been calculated
while computing and Because of the definition of
, and
are easy to obtain:
since
Next: Longstep pathfollowing method
Up: Numerical realization and results
Previous: Numerical realization and results
Hans D. Mittelmann
20030910