Sdpha: a Matlab implementation of homogeneous interior-point algorithms for semidefinite programming
From MaRDI portal
Publication:4504793
DOI10.1080/10556789908805763zbMath0973.90525OpenAlexW2081198374MaRDI QIDQ4504793
Nathan W. Brixius, Florian A. Potra, Rongqin Sheng
Publication date: 5 December 2001
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556789908805763
Semidefinite programming (90C22) Interior-point methods (90C51) Packaged methods for numerical algorithms (65Y15)
Related Items
Incomplete orthogonalization preconditioners for solving large and dense linear systems which arise from semidefinite programming, A modified homogeneous potential reduction algorithm for solving the monotone semidefinite linear complementarity problem, SDPT3 — A Matlab software package for semidefinite programming, Version 1.3, Unnamed Item, Minimal condition number for positive definite Hankel matrices using semidefinite programming, SDPHA, CSDP, A C library for semidefinite programming, Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones, SDPLIB 1.2, a library of semidefinite programming test problems, Improved complexity analysis of full Nesterov-Todd step interior-point methods for semidefinite optimization
Uses Software
Cites Work
- Unnamed Item
- A unified analysis for a class of long-step primal-dual path-following interior-point 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
- 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
- On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
- Primal--Dual Path-Following Algorithms 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
- On homogeneous interrior-point algorithms for semidefinite programming
- A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh--Haeberly--Overton Search Direction
- An Interior-Point Method for Semidefinite Programming