Lagrangian Dual Interior-Point Methods for Semidefinite Programs

DOI10.1137/S1052623401387349zbMath1035.90054OpenAlexW2055102530MaRDI QIDQ4785859

Mituhiro Fukuda, Masayuki Shida, Kojima, Masakazu

Publication date: 5 January 2003

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623401387349

zbMATH Keywords

predictor-corrector methodconjugate gradient methodLagrangian dualsemidefinite programprimal-dual interior-point methodBFGS quasi-Newton methodlinear program over convex cones

Mathematics Subject Classification ID

Semidefinite programming (90C22) Numerical methods involving duality (49M29) Methods of quasi-Newton type (90C53) Interior-point methods (90C51) Iterative numerical methods for linear systems (65F10) Duality theory (optimization) (49N15)

Related Items (5)

On the solution of large-scale SDP problems by the modified barrier method using iterative solvers ⋮ An inexact interior-point Lagrangian decomposition algorithm with inexact oracles ⋮ Matrix-Free Convex Optimization Modeling ⋮ An interior-point smoothing technique for Lagrangian relaxation in large-scale convex programming† ⋮ PENNON: Software for Linear and Nonlinear Matrix Inequalities

Uses Software

• CSDP
• PREQN
• L-BFGS
• SDPA
• SeDuMi
• SDPT3
• SDPLR
• COL

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