A robust algorithm for semidefinite programming
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Cites work
- A scaled Gauss--Newton primal-dual search direction for semidefinite optimization
- A stable primal-dual approach for linear programming under nondegeneracy assumptions
- A study of search directions in primal-dual interior-point methods for semidefinite programming
- An Interior-Point Method for Semidefinite Programming
- An independent benchmarking of SDP and SOCP solvers
- CSDP, A C library for semidefinite programming
- Computational experience with ill-posed problems in semidefinite programming
- Convergence of a short-step primal-dual algorithm based on the Gauss-Newton direction
- Generating and measuring instances of hard semidefinite programs
- Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
- LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- On the Shannon capacity of a graph
- Primal--Dual Path-Following Algorithms for Semidefinite Programming
- Primal-Dual Interior-Point Methods for Self-Scaled Cones
- Regularization methods for semidefinite programming
- Self-Scaled Barriers and Interior-Point Methods for Convex Programming
- Sizing and Least-Change Secant Methods
- Solving semidefinite programs using preconditioned conjugate gradients
- The Gauss-Newton direction in semidefinite programming
Cited in
(19)- Solving some large scale semidefinite programs via the conjugate residual method
- Robust semidefinite programming problems with general nonlinear parameter dependence: approaches using the DC-representations
- Solving semidefinite programs using preconditioned conjugate gradients
- A method for weighted projections to the positive definite cone
- Preprocessing and regularization for degenerate semidefinite programs
- The -condition number: applications to preconditioning and low rank generalized Jacobian updating
- Distributionally robust single machine scheduling with risk aversion
- High-accuracy solution of large-scale semidefinite programs
- Computational experience with ill-posed problems in semidefinite programming
- Recent advances in robust optimization: an overview
- The Gauss-Newton direction in semidefinite programming
- Primal-Dual Interior-Point Methods for Semidefinite Programming in Finite Precision
- \(LDL^T\) direction interior point method for semidefinite programming
- Error bounds and singularity degree in semidefinite programming
- Solving clustered low-rank semidefinite programs arising from polynomial optimization
- Avoiding numerical cancellation in the interior point method for solving semidefinite programs
- A primal-dual regularized interior-point method for semidefinite programming
- IPRSDP: a primal-dual interior-point relaxation algorithm for semidefinite programming
- Loraine – an interior-point solver for low-rank semidefinite programming
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