Lagrangian Dual Interior-Point Methods for Semidefinite Programs

DOI10.1137/S1052623401387349MaRDI QIDQ4785859zbMATH OpenOpenAlexFDO

Authors Mituhiro Fukuda, Masakazu Kojima, M. Shida

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

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

Mathematics Subject Classification ID

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

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Cited in

(8)

• Matrix-free convex optimization modeling
• On using quadratic interpolation of the determinant function to estimate the step-length in a predictor-corrector variant for semidefinite programming
• An inexact interior-point Lagrangian decomposition algorithm with inexact oracles
• Interior-point Lagrangian decomposition method for separable convex optimization
• On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
• An interior-point smoothing technique for Lagrangian relaxation in large-scale convex programming†
• PENNON: software for linear and nonlinear matrix inequalities
• An interior method for nonconvex semidefinite programs

Describes a project that uses

Uses Software

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

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