Mathematical Programming manuscript No. (will be inserted by the editor) D. Goldfarb \Delta K. Scheinberg Product-Form Cholesky Factorization in Interior Point Methods for Second-Order Cone Programming

perfomance. Finally, we prove that the elements of L in the Cholesky factorizations LDL T that arise in interior point methods for SOCP are uniformly bounded as the duality gap tends to zero as long as the iterates remain is some conic neighborhood of the cental path