Exploiting sparsity in primal-dual interior-point methods for semidefinite programming
From MaRDI portal
Publication:1365057
DOI10.1007/BF02614319zbMath0887.90156OpenAlexW2036562274MaRDI QIDQ1365057
Kazuhide Nakata, Katsuki Fujisawa, Kojima, Masakazu
Publication date: 2 June 1998
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02614319
Programming involving graphs or networks (90C35) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)
Related Items (30)
A constraint-reduced algorithm for semidefinite optimization problems with superlinear convergence ⋮ Incomplete orthogonalization preconditioners for solving large and dense linear systems which arise from semidefinite programming ⋮ Implementation of a primal-dual method for SDP on a shared memory parallel architecture ⋮ A conversion of an SDP having free variables into the standard form SDP ⋮ Fixed interval scheduling: models, applications, computational complexity and algorithms ⋮ Semidefinite programming in combinatorial optimization ⋮ On the solution of large-scale SDP problems by the modified barrier method using iterative solvers ⋮ Sequential semidefinite program for maximum robustness design of structures under load uncertainty ⋮ Stability analysis and stabilization of LPV systems with jumps and (piecewise) differentiable parameters using continuous and sampled-data controllers ⋮ Long-step path-following algorithm for quantum information theory: some numerical aspects and applications ⋮ Facial reduction for symmetry reduced semidefinite and doubly nonnegative programs ⋮ A note on the SDP relaxation of the minimum cut problem ⋮ Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones ⋮ Approximation hierarchies for copositive cone over symmetric cone and their comparison ⋮ $LDL^T$ Direction Interior Point Method for Semidefinite Programming ⋮ Semi-definite programming for topology optimization of trusses under multiple eigenvalue constraints ⋮ A potential reduction algorithm for an extended SDP problem ⋮ A polynomial time constraint-reduced algorithm for semidefinite optimization problems ⋮ A relaxed interior point method for low-rank semidefinite programming problems with applications to matrix completion ⋮ Semidefinite programming and combinatorial optimization ⋮ Semidefinite programming for discrete optimization and matrix completion problems ⋮ Lagrangian decomposition of block-separable mixed-integer all-quadratic programs ⋮ An inexact primal-dual path following algorithm for convex quadratic SDP ⋮ Block Coordinate Descent Methods for Semidefinite Programming ⋮ Latest Developments in the SDPA Family for Solving Large-Scale SDPs ⋮ On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0 ⋮ PENNON: Software for Linear and Nonlinear Matrix Inequalities ⋮ Correlative sparsity in primal-dual interior-point methods for LP, SDP, and SOCP ⋮ Bregman primal-dual first-order method and application to sparse semidefinite programming ⋮ SDPLIB 1.2, a library of semidefinite programming test problems
Uses Software
Cites Work
- Unnamed Item
- Superlinear convergence of interior-point algorithms for semidefinite programming
- Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
- A recipe for semidefinite relaxation for \((0,1)\)-quadratic programming
- Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- Linear Matrix Inequalities in System and Control Theory
- Primal--Dual Path-Following Algorithms for Semidefinite Programming
- Superlinear Convergence of a Symmetric Primal-Dual Path Following Algorithm for Semidefinite Programming
- Primal-Dual Interior-Point Methods for Self-Scaled Cones
- On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
- Nonsymmetric Search Directions for Semidefinite Programming
- An Interior-Point Method for Semidefinite Programming
This page was built for publication: Exploiting sparsity in primal-dual interior-point methods for semidefinite programming