An inexact dual logarithmic barrier method for solving sparse semidefinite programs

DOI10.1007/s10107-018-1281-5zbMath1431.90108OpenAlexW2799810553MaRDI QIDQ2330644

Stefania Bellavia, Jacek Gondzio, Margherita Porcelli

Publication date: 22 October 2019

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

Full work available at URL: https://www.pure.ed.ac.uk/ws/files/58560591/dualSDP.pdf

zbMATH Keywords

semidefinite programmingpreconditioninginexact Newton methoddual logarithmic barrier method

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Semidefinite programming (90C22) Interior-point methods (90C51) Iterative numerical methods for linear systems (65F10)

Related Items

GMRES-Accelerated ADMM for Quadratic Objectives, Decentralized proximal splitting algorithms for composite constrained convex optimization, A relaxed interior point method for low-rank semidefinite programming problems with applications to matrix completion, On partial Cholesky factorization and a variant of quasi-Newton preconditioners for symmetric positive definite matrices, Bregman primal-dual first-order method and application to sparse semidefinite programming, An interior point-proximal method of multipliers for linear positive semi-definite programming, A semidefinite programming approach for the projection onto the cone of negative semidefinite symmetric tensors with applications to solid mechanics

Uses Software

• SDPT3
• SparseMatrix
• COL
• PENSDP
• HSL_MI28

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