Implementation of primal-dual methods for semidefinite programming based on Monteiro and Tsuchiya Newton directions and their variants
From MaRDI portal
Publication:4504778
DOI10.1080/10556789908805749zbMath0957.90105OpenAlexW2055592063MaRDI QIDQ4504778
Paulo R. Zanjácomo, Renato D. C. Monteiro
Publication date: 2 April 2001
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556789908805749
semidefinite programminginterior-point methodspredictor-corrector methodscentral pathhigher-order methodsnumerical implementationpath-following methodsNewton directions
Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31) Interior-point methods (90C51)
Related Items
Invariance and efficiency of convex representations, An inexact primal-dual path following algorithm for convex quadratic SDP, Covariate Regularized Community Detection in Sparse Graphs, Primal-dual potential reduction methods for semidefinite programming using affine-scaling directions, Dynamic state feedback controller and observer design for dynamic artificial neural network models, A study of search directions in primal-dual interior-point methods for semidefinite programming
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming
- Symmetric primal-dual path-following algorithms for semidefinite programming
- Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
- Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
- An Interior-Point Method for Minimizing the Maximum Eigenvalue of a Linear Combination of Matrices
- A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
- Matrix Analysis
- On the Implementation of a Primal-Dual Interior Point Method
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- On the Nesterov--Todd Direction in Semidefinite Programming
- Polynomial Convergence of Primal-Dual Algorithms for Semidefinite Programming Based on the Monteiro and Zhang Family of Directions
- A Superlinearly Convergent Primal-Dual Infeasible-Interior-Point Algorithm for Semidefinite Programming
- Search directions and convergence analysis of some infeasibnle path-following methods for the monoton semi-definite lcp∗
- Self-Scaled Barriers and Interior-Point Methods for Convex Programming
- Primal--Dual Path-Following Algorithms for Semidefinite Programming
- Superlinear Convergence of a Symmetric Primal-Dual Path Following Algorithm 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
- Polynomial Convergence of a New Family of Primal-Dual Algorithms for Semidefinite Programming
- Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
- An Interior-Point Method for Semidefinite Programming