Local minima and convergence in low-rank semidefinite programming
From MaRDI portal
Publication:2487849
DOI10.1007/s10107-004-0564-1zbMath1099.90040MaRDI QIDQ2487849
Renato D. C. Monteiro, Samuel Burer
Publication date: 8 August 2005
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-004-0564-1
Combinatorial optimization; Numerical experiments; Nonlinear programming; Semidefinite programming; Augmented Lagrangian; Low-rank matrices; Vector programming
Related Items
First-order semidefinite programming for the two-electron treatment of many-electron atoms and molecules, Computational enhancements in low-rank semidefinite programming, Necessary and sufficient global optimality conditions for NLP reformulations of linear SDP problems, A second-order cone cutting surface method: Complexity and application, Solving large-scale semidefinite programs in parallel, Bounds for the quadratic assignment problem using the bundle method
Uses Software
Cites Work
- Unnamed Item
- QAPLIB-A quadratic assignment problem library
- Bounds for the quadratic assignment problem using the bundle method
- A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming
- Semidefinite programming relaxations for the quadratic assignment problem
- Recent advances in the solution of quadratic assignment problems
- First- and second-order methods for semidefinite programming
- A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
- The cut polytope and the Boolean quadric polytope
- Cones of diagonally dominant matrices
- Solving a class of semidefinite programs via nonlinear programming
- On the Rank of Extreme Matrices in Semidefinite Programs and the Multiplicity of Optimal Eigenvalues
- Solving Some Large Scale Semidefinite Programs via the Conjugate Residual Method
- Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
- Matrix Analysis
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- Primal--Dual Path-Following Algorithms for Semidefinite Programming
- On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
- Semidefinite Programming in the Space of Partial Positive Semidefinite Matrices
- A Spectral Bundle Method for Semidefinite Programming
- Solving Large Scale Semidefinite Programs via an Iterative Solver on the Augmented Systems
- An Interior-Point Method for Semidefinite Programming
- Convex Analysis