A limiting analysis on regularization of singular SDP and its implication to infeasible interior-point algorithms

DOI10.1007/S10107-022-01891-8zbMath1519.90159arXiv1912.09696OpenAlexW2996684418MaRDI QIDQ6041108

Masakazu Muramatsu, Bruno F. Lourenço, Takayuki Okuno, Takashi Tsuchiya

Publication date: 25 May 2023

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.09696

zbMATH Keywords

perturbationregularizationsingular problemssemidefinite programsinfeasible interior-point algorithmsnonzero duality gaps

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Interior-point methods (90C51)

Related Items (1)

Closing duality gaps of SDPs completely through perturbation when singularity degree is one

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