On Handling Free Variables in Interior-Point Methods for Conic Linear Optimization
DOI10.1137/06066847XzbMATH Open1165.90682OpenAlexW1994210966MaRDI QIDQ3544263FDOQ3544263
Authors: Miguel F. Anjos, Samuel Burer 
Publication date: 5 December 2008
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/06066847x
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regularizationsemidefinite programmingequality constraintsfree variablesinfeasible primal-dual path-following algorithm
Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51) Semidefinite programming (90C22)
Cited In (9)
- On handling cutting planes in interior-point methods for solving semi-definite relaxations of binary quadratic optimization problems
- A regularization interior point method for semidefinite programming with free variables
- A conversion of an SDP having free variables into the standard form SDP
- A primal-dual regularized interior-point method for convex quadratic programs
- CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization
- A primal-dual regularized interior-point method for semidefinite programming
- Recent Progress in Interior-Point Methods: Cutting-Plane Algorithms and Warm Starts
- On the Identification of Zero Variables in an Interior-Point Framework
- Design and implementation of a modular interior-point solver for linear optimization
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