Selective Gram-Schmidt orthonormalization for conic cutting surface algorithms

DOI10.1007/S00186-007-0177-6MaRDI QIDQ2482686zbMATH OpenOpenAlexFDO

Authors Vasile L. Basescu, John E. Mitchell

Publication date 23 April 2008

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00186-007-0177-6

zbMATH Keywords

column generationconic programmingcutting plane methods

Mathematics Subject Classification ID

Semidefinite programming (90C22) Nonlinear programming (90C30) Interior-point methods (90C51)

Review text

The selective orthonormalization procedure for polyhedral relaxations of the convex feasibility problem of \textit{J.~E.~Mitchell} and \textit{S.~Ramaswamy} [J. Optim. Theory Appl. 125, No. 2, 431--451 (2005; Zbl 1071.90039)] is generalized to conic relaxations. An algorithm and its theoretical analysis, including the convergence, are given. Also the specialization of the algorithm to the cases of semidefinite programming and second order cone programming is present.

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Cites work

• A mathematical view of interior-point methods in convex optimization
• A Multiple-Cut Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems
• A Spectral Bundle Method for Semidefinite Programming
• A unifying framework for several cutting plane methods for semidefinite programming
• An Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems
• An Interior Point Cutting Plane Method for the Convex Feasibility Problem with Second-Order Cone Inequalities
• Complexity Analysis of an Interior Cutting Plane Method for Convex Feasibility Problems
• Complexity analysis of the analytic center cutting plane method that uses multiple cuts
• Complexity estimates of some cutting plane methods based on the analytic barrier
• Implementation of a primal-dual method for SDP on a shared memory parallel architecture
• Multiple cuts in the analytic center cutting plane method
• The Analytic Center Cutting Plane Method with Semidefinite Cuts
• Using selective orthonormalization to update the analytic center after addition of multiple cuts

Cited in

(2)

• Using selective orthonormalization to update the analytic center after addition of multiple cuts
• A second-order cone cutting surface method: Complexity and application

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Uses Software

• CSDP

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