Complexity of the primal–dual path-following algorithms for the weighted determinant maximization problems with linear matrix inequalities in the narrow neighbourhood

DOI10.1080/10556780701830048MaRDI QIDQ3514846zbMATH OpenOpenAlexFDO

Authors Yu Xia

Publication date 23 July 2008

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556780701830048

zbMATH Keywords

complexitysemidefinite programminginterior-point methodpath-following algorithmweighted determinant maximization

Mathematics Subject Classification ID

Interior-point methods (90C51) Semidefinite programming (90C22) Abstract computational complexity for mathematical programming problems (90C60)

Recommendations

• Primal-dual path-following algorithms for determinant maximization problems with linear matrix inequalities
• Determinant Maximization with Linear Matrix Inequality Constraints
• On the complexity of following the central path of linear programs by linear extrapolation. II
• An extension of the standard polynomial-time primal-dual path-following algorithm to the weighted determination maximization problem with semidefinite contstraints
• Complexity analysis of primaldual algorithms for the semidefinite linear complementarity problem

Cites work

• A Maximum Likelihood Approach to Density Estimation with Semidefinite Programming
• Determinant Maximization with Linear Matrix Inequality Constraints
• Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• On a commutative class of search directions for linear programming over symmetric cones
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
• Primal-dual path-following algorithms for determinant maximization problems with linear matrix inequalities
• SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• THE CENTRAL PATH IN SMOOTH CONVEX SEMIDEFINITE PROGRAMS

Cited in

(2)

• Primal-dual path-following algorithms for determinant maximization problems with linear matrix inequalities
• An extension of the standard polynomial-time primal-dual path-following algorithm to the weighted determination maximization problem with semidefinite contstraints

Describes a project that uses

Uses Software

• SDPA

This page was built for publication: Complexity of the primal–dual path-following algorithms for the weighted determinant maximization problems with linear matrix inequalities in the narrow neighbourhood

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3514846)