On the stable solution of large scale problems over the doubly nonnegative cone

DOI10.1007/S10107-013-0687-3MaRDI QIDQ403648zbMATH OpenOpenAlexFDO

Authors Thomas Davi, Florian Jarre

Publication date 29 August 2014

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

Full work available at URL https://doi.org/10.1007/s10107-013-0687-3

zbMATH Keywords

augmented primal-dual functiondoubly nonnegative coneregularitysemidefinite program

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46)

Review text

The authors extend the augmented primal-dual approach to the doubly negative cone. This approach was originally introduced for solving large scale semidefinite programs. Under certain regularity conditions for the underlying problem, a corresponding convergence analysis is presented. Furthermore, several numerical test results illustrate and justify this approach.

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Cites work

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• scientific article; zbMATH DE number 729680 (Why is no real title available?)
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Cited in

(9)

• Constraint selection in a build-up interior-point cutting-plane method for solving relaxations of the stable-set problem
• Genericity results in linear conic programming -- a tour d'horizon
• A Lipschitzian error bound for convex quadratic symmetric cone programming
• A note on strict complementarity for the doubly non-negative cone
• Computing the best approximation over the intersection of a polyhedral set and the doubly nonnegative cone
• On degenerate doubly nonnegative projection problems
• Parametric conic optimization problems over semidefinite plus nonnegative cone
• Strict complementarity and non-degeneracy of solutions to copositive programming problems
• On the regularity of second order cone programs and an application to solving large scale problems

Describes a project that uses

Uses Software

• SeDuMi

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