Symmetric primal-dual path-following algorithms for semidefinite programming
From MaRDI portal
Publication:1294556
DOI10.1016/S0168-9274(98)00099-3zbMath0956.90027MaRDI QIDQ1294556
Publication date: 18 March 2001
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Related Items
Stochastic subgradient descent method for large-scale robust chance-constrained support vector machines, Conic convex programming and self-dual embedding, Three‐dimensional Mohr–Coulomb limit analysis using semidefinite programming, A full Nesterov-Todd-step feasible primal-dual interior point algorithm for convex quadratic semi-definite optimization, Initialization in semidefinite programming via a self-dual skew-symmetric embedding, Linear optimization over homogeneous matrix cones, A Geodesic Interior-Point Method for Linear Optimization over Symmetric Cones, Distributionally robust joint chance-constrained support vector machines, On complexity analysis of the primal-dual interior-point method for semidefinite optimization problem based on a new proximity function, On self-regular IPMs (with comments and rejoinder), Implementation of interior point methods for mixed semidefinite and second order cone optimization problems, New complexity analysis of the primal-dual method for semidefinite optimization based on the Nesterov-Todd direction, An efficient parameterized logarithmic kernel function for semidefinite optimization, A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming, Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion, A new full-Newton step \(O(n)\) infeasible interior-point algorithm for semidefinite optimization, Kernel-function Based Algorithms for Semidefinite Optimization, On the long-step path-following method for semidefinite programming, Superlinear convergence of interior-point algorithms for semidefinite programming, Similarity and other spectral relations for symmetric cones, A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming, Primal-dual potential reduction methods for semidefinite programming using affine-scaling directions, Polynomial primal-dual cone affine scaling for semidefinite programming, On weighted centers for semidefinite programming, A new class of polynomial primal-dual methods for linear and semidefinite optimization, A long-step primal-dual path-following method for semidefinite programming, On long-step predictor-corrector interior-point algorithm for semidefinite programming with Monteiro-Zhang unified search directions, Implementation of primal-dual methods for semidefinite programming based on Monteiro and Tsuchiya Newton directions and their variants, New complexity analysis of a Mehrotra-type predictor–corrector algorithm for semidefinite programming
Cites Work
- Interior path following primal-dual algorithms. I: Linear programming
- A polynomial-time algorithm for a class of linear complementarity problems
- A unified approach to interior point algorithms for linear complementarity problems: A summary
- Polynomial primal-dual cone affine scaling for semidefinite programming
- The largest step path following algorithm for monotone linear complementarity problems
- Polynomial primal-dual affine scaling algorithms in semidefinite programming
- A primal-dual potential reduction method for problems involving matrix inequalities
- Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
- An Interior-Point Method for Minimizing the Maximum Eigenvalue of a Linear Combination of Matrices
- Acceleration and Parallelization of the Path-Following Interior Point Method for a Linearly Constrained Convex Quadratic Problem
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
- Linear Matrix Inequalities in System and Control Theory
- Self-Scaled Barriers and Interior-Point Methods for Convex Programming
- Primal--Dual Path-Following Algorithms for Semidefinite Programming
- Primal-Dual Interior-Point Methods for Self-Scaled Cones
- On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
- Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
- Semidefinite Programming
- An Interior-Point Method for Semidefinite Programming
- On sensitivity of central solutions in semidefinite programming
