Sdpha: a Matlab implementation of homogeneous interior-point algorithms for semidefinite programming

DOI10.1080/10556789908805763zbMath0973.90525OpenAlexW2081198374MaRDI QIDQ4504793

Nathan W. Brixius, Florian A. Potra, Rongqin Sheng

Publication date: 5 December 2001

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

Full work available at URL: https://doi.org/10.1080/10556789908805763

zbMATH Keywords

semidefinite programmingrank-2 updatehomogeneous interior-point algorithm

Mathematics Subject Classification ID

Semidefinite programming (90C22) Interior-point methods (90C51) Packaged methods for numerical algorithms (65Y15)

Related Items

Incomplete orthogonalization preconditioners for solving large and dense linear systems which arise from semidefinite programming, A modified homogeneous potential reduction algorithm for solving the monotone semidefinite linear complementarity problem, SDPT3 — A Matlab software package for semidefinite programming, Version 1.3, Unnamed Item, Minimal condition number for positive definite Hankel matrices using semidefinite programming, SDPHA, CSDP, A C library for semidefinite programming, Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones, SDPLIB 1.2, a library of semidefinite programming test problems, Improved complexity analysis of full Nesterov-Todd step interior-point methods for semidefinite optimization

Uses Software

• Matlab
• SDPT3
• SDPpack

Cites Work

• Unnamed Item
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• Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
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• On the Nesterov--Todd Direction in Semidefinite Programming
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• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
• On homogeneous interrior-point algorithms for semidefinite programming
• A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh--Haeberly--Overton Search Direction
• An Interior-Point Method for Semidefinite Programming