Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
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(only showing first 100 items - show all)- Central paths in semidefinite programming, generalized proximal-point method and Cauchy trajectories in Riemannian manifolds
- A new primal-dual path-following interior-point algorithm for semidefinite optimization
- Combinatorial 5/6-approximation of Max Cut in graphs of maximum degree 3
- Inexact non-interior continuation method for solving large-scale monotone SDCP
- Role of redundant constraints for improving dual bounds in polynomial optimization problems
- Robust stability and performance analysis of uncertain systems using linear matrix inequalities
- Affine scaling algorithm fails for semidefinite programming
- Polynomial primal-dual cone affine scaling for semidefinite programming
- Symmetric primal-dual path-following algorithms for semidefinite programming
- Applications of semidefinite programming
- A long-step primal-dual path-following method for semidefinite programming
- Problems of distance geometry and convex properties of quadratic maps
- Approximability of maximum splitting of k-sets and some other Apx-complete problems
- Semidefinite programming in combinatorial optimization
- Cuts, matrix completions and graph rigidity
- Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
- An interior-point method for approximate positive semidefinite completions
- Topics in semidefinite and interior-point methods
- Semidefinite programming and matrix scaling over the semidefinite cone.
- Best ellipsoidal relaxation to solve a nonconvex problem.
- Indefinite stochastic LQ control with cross term via semidefinite programming
- On weighted centers for semidefinite programming
- Heuristics for semirandom graph problems
- A full Nesterov-Todd-step feasible primal-dual interior point algorithm for convex quadratic semi-definite optimization
- On global optimization with indefinite quadratics
- Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market
- A novel neural network for solving semidefinite programming problems with some applications
- On the extension of an arc-search interior-point algorithm for semidefinite optimization
- DC formulations and algorithms for sparse optimization problems
- Random Laplacian matrices and convex relaxations
- An interior point method for solving semidefinite programs using cutting planes and weighted analytic centers
- On self-regular IPMs (with comments and rejoinder)
- Discretization method for semi-definite programming
- A new proof of the strong duality theorem for semidefinite programming
- A unified class of directly solvable semidefinite programming problems
- Inverse conic programming with applications
- Low-order penalty equations for semidefinite linear complementarity problems
- Analyticity of the central path at the boundary point in semidefinite programming
- Approximation algorithms for MAX-3-CUT and other problems via complex semidefinite programming
- Some geometric results in semidefinite programming
- Linear programming, complexity theory and elementary functional analysis
- A large-update interior-point algorithm for convex quadratic semi-definite optimization based on a new kernel function
- A new second-order corrector interior-point algorithm for semidefinite programming
- Computing maximin efficient experimental designs using the methods of semidefinite programming
- Nonsingularity of FB system and constraint nondegeneracy in semidefinite programming
- Semidefinite programming relaxations for the graph partitioning problem
- A potential reduction algorithm for an extended SDP problem
- Graph rigidity via Euclidean distance matrices
- Numerical algebraic geometry and semidefinite programming
- Return-mapping algorithms for associative isotropic hardening plasticity using conic optimization
- An adaptive infeasible-interior-point method with the one-norm wide neighborhood for semi-definite programming
- Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: polynomial complexity and local convergence
- Complexity analysis of an interior point algorithm for the semidefinite optimization based on a kernel function with a double barrier term
- Linear operators and positive semidefiniteness of symmetric tensor spaces
- An efficient parameterized logarithmic kernel function for semidefinite optimization
- A survey on conic relaxations of optimal power flow problem
- An arc-search infeasible interior-point method for semidefinite optimization with the negative infinity neighborhood
- A polynomial-iteration infeasible interior-point algorithm with arc-search for semidefinite optimization
- Decomposed structured subsets for semidefinite and sum-of-squares optimization
- Complexity aspects of local minima and related notions
- Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: Newton's system of equations
- A new wide-neighborhood predictor-corrector interior-point method for semidefinite optimization
- Community detection with a subsampled semidefinite program
- Graph coloring and semidefinite rank
- A filter-type method for solving nonlinear semidefinite programming
- A performance guaranteed sampled-data event-triggered consensus approach for linear multi-agent systems
- Convergence analysis on matrix splitting iteration algorithm for semidefinite linear complementarity problems
- An exact approach for the multi-constraint graph partitioning problem
- A second-order corrector infeasible interior-point method for semidefinite optimization based on a wide neighborhood
- COSMO: a conic operator splitting method for convex conic problems
- \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications
- An SDP primal-dual algorithm for approximating the Lovász-theta function
- An admissible dual internal point method for a linear semidefinite programming problem
- Semidefinite programming lower bounds and branch-and-bound algorithms for the quadratic minimum spanning tree problem
- Modeling, inference and optimization of regulatory networks based on time series data
- Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra
- A max-cut approach to heterogeneity in cryo-electron microscopy
- A novel approach for solving semidefinite programs
- Computing weighted analytic center for linear matrix inequalities using infeasible Newton's method
- Semidefinite programming and eigenvalue bounds for the graph partition problem
- Credible autocoding of convex optimization algorithms
- Algorithmic and explicit determination of the Lovász number for certain circulant graphs
- A Newton's method for perturbed second-order cone programs
- Constraint selection in a build-up interior-point cutting-plane method for solving relaxations of the stable-set problem
- An exact semidefinite programming approach for the max-mean dispersion problem
- On the efficiency of influence-and-exploit strategies for revenue maximization under positive externalities
- Approximation algorithms for maximum cut with limited unbalance
- Solvability of semidefinite complementarity problems
- Exploiting semidefinite relaxations in constraint programming
- On the behavior of the homogeneous self-dual model for conic convex optimization
- Solving semidefinite programming problems via alternating direction methods
- Fast linear iterations for distributed averaging
- Semidefinite programming relaxations and algebraic optimization in control
- Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved
- Cuts for mixed 0-1 conic programming
- Computational experience with a bundle approach for semidefinite cutting plane relaxations of Max-Cut and equipartition
- The bundle scheme for solving arbitrary eigenvalue optimizations
- Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: iterative process
- An exact algorithm for semi-supervised minimum sum-of-squares clustering
- A projected gradient algorithm for solving the maxcut SDP relaxation
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