On homogeneous interrior-point algorithms for semidefinite programming

DOI10.1080/10556789808805691zbMath0904.90118OpenAlexW2035959039MaRDI QIDQ4391293

Florian A. Potra, Rongqin Sheng

Publication date: 19 January 1999

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556789808805691

zbMATH Keywords

semidefinite programminghomogeneous primal-dual feasibility model

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05)

Related Items (22)

Embedding methods for semidefinite programming ⋮ Conic convex programming and self-dual embedding ⋮ An algorithm for nonsymmetric conic optimization inspired by MOSEK ⋮ A modified homogeneous potential reduction algorithm for solving the monotone semidefinite linear complementarity problem ⋮ A full Nesterov-Todd step infeasible interior-point method for second-order cone optimization ⋮ Homogeneous self-dual algorithms for stochastic semidefinite programming ⋮ An infeasible interior-point algorithm for stochastic second-order cone optimization ⋮ A new full Nesterov-Todd step primal-dual path-following interior-point algorithm for symmetric optimization ⋮ Homogeneous self-dual algorithms for stochastic second-order cone programming ⋮ SDPT3 — A Matlab software package for semidefinite programming, Version 1.3 ⋮ Complexity analysis of infeasible interior-point method for semidefinite optimization based on a new trigonometric kernel function ⋮ Improved complexity analysis of full Nesterov-Todd step feasible interior-point method for symmetric optimization ⋮ Interior Point Methods for Nonlinear Optimization ⋮ An adaptive infeasible-interior-point method with the one-norm wide neighborhood for semi-definite programming ⋮ An easy way to teach interior-point methods. ⋮ On the behavior of the homogeneous self-dual model for conic convex optimization ⋮ Minimal condition number for positive definite Hankel matrices using semidefinite programming ⋮ Superlinear convergence of interior-point algorithms for semidefinite programming ⋮ Solving SDP completely with an interior point oracle ⋮ Sdpha: a Matlab implementation of homogeneous interior-point algorithms for semidefinite programming ⋮ Improved complexity analysis of full Nesterov-Todd step interior-point methods for semidefinite optimization ⋮ Solving Conic Optimization Problems via Self-Dual Embedding and Facial Reduction: A Unified Approach

Uses Software

• SDPHA
• SDPT3

Cites Work

• Unnamed Item
• On the Nesterov--Todd Direction in Semidefinite Programming
• An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
• An Interior-Point Method for Semidefinite Programming

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