On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
From MaRDI portal
Publication:868465
DOI10.1007/S10107-006-0029-9zbMath1177.90312OpenAlexW2007421997MaRDI QIDQ868465
Michal Kočvara, Michael Stingl
Publication date: 5 March 2007
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-006-0029-9
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Large-scale problems in mathematical programming (90C06)
Related Items (23)
Matrix Relaxations in Combinatorial Optimization ⋮ Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming ⋮ A trust region method for solving semidefinite programs ⋮ Solving \(k\)-cluster problems to optimality with semidefinite programming ⋮ The Legendre Transformation in Modern Optimization ⋮ A preconditioned iterative interior point approach to the conic bundle subproblem ⋮ SOC-monotone and SOC-convex functions vs. matrix-monotone and matrix-convex functions ⋮ A globally convergent filter-type trust region method for semidefinite programming ⋮ A relaxed interior point method for low-rank semidefinite programming problems with applications to matrix completion ⋮ Nonlinear rescaling Lagrangians for nonconvex semidefinite programming ⋮ Local convergence of an augmented Lagrangian method for matrix inequality constrained programming ⋮ New results on the application of the passification method. A survey ⋮ Projection Methods in Conic Optimization ⋮ PENNON: Software for Linear and Nonlinear Matrix Inequalities ⋮ On Barrier and Modified Barrier Multigrid Methods for Three-Dimensional Topology Optimization ⋮ Optimality conditions and global convergence for nonlinear semidefinite programming ⋮ A proximal augmented method for semidefinite programming problems ⋮ Erratum to: ``On the solution of large-scale SDP problems by the modified barrier method using iterative solvers ⋮ Primal-Dual Interior Point Multigrid Method for Topology Optimization ⋮ PENSDP ⋮ A primal-dual interior point trust-region method for nonlinear semidefinite programming ⋮ An inexact dual logarithmic barrier method for solving sparse semidefinite programs ⋮ Lagrangian transformation and interior ellipsoid methods in convex optimization
Uses Software
Cites Work
- Unnamed Item
- Modified barrier functions (theory and methods)
- Incomplete orthogonalization preconditioners for solving large and dense linear systems which arise from semidefinite programming
- Exploiting sparsity in primal-dual interior-point methods for semidefinite programming
- A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
- An independent benchmarking of SDP and SOCP solvers
- An incomplete Cholesky factorization for dense symmetric positive definite matrices
- Solving Some Large Scale Semidefinite Programs via the Conjugate Residual Method
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- Numerical Optimization
- Primal--Dual Path-Following Algorithms for Semidefinite Programming
- PENNON: A code for convex nonlinear and semidefinite programming
- SDPLIB 1.2, a library of semidefinite programming test problems
- Automatic Preconditioning by Limited Memory Quasi-Newton Updating
- Solving Large Scale Semidefinite Programs via an Iterative Solver on the Augmented Systems
- Solving nonconvex SDP problems of structural optimization with stability control
- Lagrangian Dual Interior-Point Methods for Semidefinite Programs
- An Interior-Point Method for Semidefinite Programming
- Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization
- Benchmarking optimization software with performance profiles.
This page was built for publication: On the solution of large-scale SDP problems by the modified barrier method using iterative solvers