On Handling Free Variables in Interior-Point Methods for Conic Linear Optimization

DOI10.1137/06066847XMaRDI QIDQ3544263zbMATH OpenOpenAlexFDO

Authors Miguel F. Anjos, Samuel Burer

Publication date 5 December 2008

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/06066847x

zbMATH Keywords

equality constraintsfree variablesinfeasible primal-dual path-following algorithmregularizationsemidefinite programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Semidefinite programming (90C22) Interior-point methods (90C51)

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Cited in

(11)

• A primal-dual regularized interior-point method for convex quadratic programs
• Design and implementation of a modular interior-point solver for linear optimization
• A conversion of an SDP having free variables into the standard form SDP
• Recent Progress in Interior-Point Methods: Cutting-Plane Algorithms and Warm Starts
• On handling cutting planes in interior-point methods for solving semi-definite relaxations of binary quadratic optimization problems
• CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization
• A regularization interior point method for semidefinite programming with free variables
• On free variables in interior point methods
• On the Identification of Zero Variables in an Interior-Point Framework
• A primal-dual regularized interior-point method for semidefinite programming
• On the numerical solution of Lasserre relaxations of unconstrained binary quadratic optimization problem

Describes a project that uses

Uses Software

• CSDP
• SeDuMi
• SDPT3
• YALMIP
• Benchmarks for Optimization Software
• LIPSOL

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