On Handling Free Variables in Interior-Point Methods for Conic Linear Optimization

DOI10.1137/06066847XzbMATH Open1165.90682OpenAlexW1994210966MaRDI QIDQ3544263FDOQ3544263

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

zbMATH Keywords

regularizationsemidefinite programmingequality constraintsfree variablesinfeasible primal-dual path-following algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51) Semidefinite programming (90C22)

Cited In (7)

• On handling cutting planes in interior-point methods for solving semi-definite relaxations of binary quadratic optimization problems
• A primal–dual regularized interior-point method for semidefinite programming
• A primal-dual regularized interior-point method for convex quadratic programs
• CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization
• 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

Uses Software

• CSDP
• SeDuMi
• SDPT3
• YALMIP
• Benchmarks for Optimization Software
• LIPSOL

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