Behavioral measures and their correlation with IPM iteration counts on semi-definite programming problems

DOI10.1007/S10107-006-0035-YzbMath1278.90447OpenAlexW1996989380MaRDI QIDQ868472

Kim-Chuan Toh, Robert M. Freund, Fernando Ordóñez

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/s10107-006-0035-y

zbMATH Keywords

interior-point methodcondition numbersemi-definite programmingdegeneracycomplementaritybehavioral measure

Mathematics Subject Classification ID

Semidefinite programming (90C22) Interior-point methods (90C51)

Related Items (10)

Average-case complexity without the black swans ⋮ On verified numerical computations in convex programming ⋮ Efficient Use of Semidefinite Programming for Selection of Rotamers in Protein Conformations ⋮ Strong duality and minimal representations for cone optimization ⋮ Strange behaviors of interior-point methods for solving semidefinite programming problems in polynomial optimization ⋮ On the semidefinite representation of real functions applied to symmetric matrices ⋮ Generating and measuring instances of hard semidefinite programs ⋮ Application of facial reduction to H _∞ state feedback control problem ⋮ Preprocessing and Regularization for Degenerate Semidefinite Programs ⋮ On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0

Uses Software

• SDPT3
• Unnamed Item

Cites Work

• Unnamed Item
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• Computation of condition numbers for linear programming problems using Peña’s method
• On the Complexity of Computing Estimates of Condition Measures of a Conic Linear System
• Handbook of semidefinite programming. Theory, algorithms, and applications

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