Logarithmic barriers for sparse matrix cones
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Publication:5299902
DOI10.1080/10556788.2012.684353zbMath1266.65045arXiv1203.2742OpenAlexW2030828780MaRDI QIDQ5299902
Martin S. Andersen, Joachim Dahl, Lieven Vandenberghe
Publication date: 24 June 2013
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.2742
Computational methods for sparse matrices (65F50) Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Large-scale problems in mathematical programming (90C06) Direct numerical methods for linear systems and matrix inversion (65F05)
Related Items (8)
GMRES-Accelerated ADMM for Quadratic Objectives ⋮ Linear optimization over homogeneous matrix cones ⋮ Performance enhancements for a generic conic interior point algorithm ⋮ A Smoothing Method for Sparse Optimization over Polyhedral Sets ⋮ Inexact proximal Newton methods for self-concordant functions ⋮ Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion ⋮ Bregman primal-dual first-order method and application to sparse semidefinite programming ⋮ Distributed primal–dual interior-point methods for solving tree-structured coupled convex problems using message-passing
Uses Software
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