On the stable solution of large scale problems over the doubly nonnegative cone (Q403648): Difference between revisions

The authors extend the augmented primal-dual approach to the doubly negative cone. This approach was originally introduced for solving large scale semidefinite programs. Under certain regularity conditions for the underlying problem, a corresponding convergence analysis is presented. Furthermore, several numerical test results illustrate and justify this approach.

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reviewed by

Jan-Joachim Rückmann

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zbMATH Keywords

semidefinite program

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doubly nonnegative cone

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regularity

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augmented primal-dual function

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describes a project that uses

SeDuMi

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1007/s10107-013-0687-3

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cites work

Complementarity and nondegeneracy in semidefinite programming

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On the copositive representation of binary and continuous nonconvex quadratic programs

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High-accuracy solution of large-scale semidefinite programs

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A Newton-CG Augmented Lagrangian Method for Semidefinite Programming

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QMR: A quasi-minimal residual method for non-Hermitian linear systems

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An Implementation of the QMR Method Based on Coupled Two-Term Recurrences

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Q2753173

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An Augmented Primal-Dual Method for Linear Conic Programs

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Stable sets and polynomials

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Regularization Methods for Semidefinite Programming

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Q4324980

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On the regularity of second order cone programs and an application to solving large scale problems

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A nonsmooth version of Newton's method

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Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones

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Semismooth Matrix-Valued Functions

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Identifiers

zbMATH Open document ID

1312.90050

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DOI

10.1007/s10107-013-0687-3

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:403648

@@ Property / review text @@
+The authors extend the augmented primal-dual approach to the doubly negative cone. This approach was originally introduced for solving large scale semidefinite programs. Under certain regularity conditions for the underlying problem, a corresponding convergence analysis is presented. Furthermore, several numerical test results illustrate and justify this approach.
+Normal rank
@@ Property / reviewed by @@
+Jan-Joachim Rückmann
@@ Property / reviewed by: Jan-Joachim Rückmann / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C22
@@ Property / Mathematics Subject Classification ID: 90C22 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C25
@@ Property / Mathematics Subject Classification ID: 90C25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C46
@@ Property / Mathematics Subject Classification ID: 90C46 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6336106
@@ Property / zbMATH DE Number: 6336106 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+semidefinite program
@@ Property / zbMATH Keywords: semidefinite program / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+doubly nonnegative cone
@@ Property / zbMATH Keywords: doubly nonnegative cone / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+regularity
@@ Property / zbMATH Keywords: regularity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+augmented primal-dual function
@@ Property / zbMATH Keywords: augmented primal-dual function / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+SeDuMi
@@ Property / describes a project that uses: SeDuMi / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10107-013-0687-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2015840537
@@ Property / OpenAlex ID: W2015840537 / rank @@
+Normal rank
@@ Property / cites work @@
+Complementarity and nondegeneracy in semidefinite programming
+Normal rank
@@ Property / cites work @@
+On the copositive representation of binary and continuous nonconvex quadratic programs
+Normal rank
@@ Property / cites work @@
+High-accuracy solution of large-scale semidefinite programs
+Normal rank
@@ Property / cites work @@
+A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
+Normal rank
@@ Property / cites work @@
+QMR: A quasi-minimal residual method for non-Hermitian linear systems
+Normal rank
@@ Property / cites work @@
+An Implementation of the QMR Method Based on Coupled Two-Term Recurrences
+Normal rank
@@ Property / cites work @@
+Q2753173
@@ Property / cites work: Q2753173 / rank @@
+Normal rank
@@ Property / cites work @@
+An Augmented Primal-Dual Method for Linear Conic Programs
+Normal rank
@@ Property / cites work @@
+Stable sets and polynomials
@@ Property / cites work: Stable sets and polynomials / rank @@
+Normal rank
@@ Property / cites work @@
+Regularization Methods for Semidefinite Programming
+Normal rank
@@ Property / cites work @@
+Q4324980
@@ Property / cites work: Q4324980 / rank @@
+Normal rank
@@ Property / cites work @@
+On the regularity of second order cone programs and an application to solving large scale problems
+Normal rank
@@ Property / cites work @@
+A nonsmooth version of Newton's method
@@ Property / cites work: A nonsmooth version of Newton's method / rank @@
+Normal rank
@@ Property / cites work @@
+Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
+Normal rank
@@ Property / cites work @@
+Semismooth Matrix-Valued Functions
@@ Property / cites work: Semismooth Matrix-Valued Functions / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:403648