Using LOQO to Solve Second-Order Cone Programming Problems

Robert J. Vanderbei and Hande Yurttan

Many nonlinear optimization problems can be cast as second-order cone programming problems. In this paper, we discuss a broad spectrum of such applications. For each application, we consider various formulations, some convex some not, and study which ones are amenable to solution using a general-purpose interior-point solver {\sc loqo}. We also compare with other commonly available nonlinear programming solvers and special-purpose codes for second-order cone programming.

Tech Report SOR-98-9, Princeton University, Princeton NJ 08544