An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results
From MaRDI portal
Publication:312194
DOI10.1007/s11075-015-0093-4zbMath1383.90023OpenAlexW2289721777MaRDI QIDQ312194
Publication date: 14 September 2016
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-015-0093-4
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for linear programming over symmetric cones
- Some structural properties of a Newton-type method for semidefinite programs
- Merit functions for semi-definite complementarity problems
- Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
- Numerical solution of generalized Lyapunov equations
- Non-interior continuation methods for solving semidefinite complementarity problems
- Polynomiality of an inexact infeasible interior point algorithm for semidefinite programming
- Convergence analysis of an inexact infeasible interior point method for semidefinite programming
- A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
- Solving Some Large Scale Semidefinite Programs via the Conjugate Residual Method
- On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0
- Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
- A Hessenberg-Schur method for the problem AX + XB= C
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- 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
- Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems
- A study of search directions in primal-dual interior-point methods for semidefinite programming
- SDPLIB 1.2, a library of semidefinite programming test problems
- A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
- Semidefinite Programs: New Search Directions, Smoothing-Type Methods, and Numerical Results
- Semidefinite Programming
- An Interior-Point Method for Semidefinite Programming
- Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization
- Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
- Semismooth Matrix-Valued Functions
- Handbook of semidefinite programming. Theory, algorithms, and applications