A new second-order Mehrotra-type predictor-corrector algorithm for SDO

DOI10.1007/S11859-016-1144-YMaRDI QIDQ2825271zbMATH OpenOpenAlexFDO

Authors Fangyan Huang, Mingwang Zhang, Zhengwei Huang

Publication date 6 October 2016

Published in Wuhan University Journal of Natural Sciences (WUJNS) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11859-016-1144-y

zbMATH Keywords

semidefinite optimizationpredictor-corrector methodsMehrotra-type algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22)

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Cites work

• A finite termination Mehrotra-type predictor-corrector algorithm
• A new polynomial-time algorithm for linear programming
• A second order Mehrotra-type predictor-corrector algorithm for semidefinite optimization
• A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming
• An Interior-Point Method for Semidefinite Programming
• Aspects of semidefinite programming. Interior point algorithms and selected applications
• Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
• Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
• New barrier parameter updating technique in Mehrotra-type algorithm
• On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
• On Mehrotra-Type Predictor-Corrector Algorithms
• On the Implementation of a Primal-Dual Interior Point Method
• On the complexity analysis of a Mehrotra-type primal-dual feasible algorithm for semidefinite optimization
• Polynomial convergence of second-order mehrotra-type predictor-corrector algorithms over symmetric cones
• Polynomial time second order mehrotra-type predictor--corrector algorithms
• Primal--Dual Path-Following Algorithms for Semidefinite Programming
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results

Cited in

(5)

• A second order Mehrotra-type predictor-corrector algorithm for semidefinite optimization
• A Mehrotra-type algorithm for SDP based on a new adaptive updating technique of barrier parameter
• A Mehrotra predictor-corrector interior-point algorithm for semidefinite optimization
• New complexity analysis of a Mehrotra-type predictor-corrector algorithm for semidefinite programming
• A second-order mehrotra-type predictor-corrector algorithm with a new wide neighbourhood for semi-definite programming

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