The Gauss-Newton direction in semidefinite programming

DOI10.1080/10556780108805808zbMath1017.90076OpenAlexW2077119768MaRDI QIDQ3146531

Henry Wolkowicz, Masakazu Muramatsu, Robert J. Vanderbei, Franz Rendl, Serge G. Kruk

Publication date: 12 September 2002

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780108805808

zbMATH Keywords

semi-definite programmingprimal-dual interior point methodssearch directionsNewton direction

Mathematics Subject Classification ID

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

Related Items (9)

Sensor network localization, Euclidean distance matrix completions, and graph realization ⋮ 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 ⋮ Strengthened existence and uniqueness conditions for search directions in semidefinite program\-ming ⋮ A robust algorithm for semidefinite programming ⋮ Solving semidefinite programs using preconditioned conjugate gradients ⋮ Approximate and exact completion problems for Euclidean distance matrices using semidefinite programming ⋮ Error Bounds and Singularity Degree in Semidefinite Programming

Uses Software

• SDPHA
• SDPA
• SDPpack

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