Solving Large Scale Semidefinite Programs via an Iterative Solver on the Augmented Systems

DOI10.1137/S1052623402419819zbMATH Open1071.90026MaRDI QIDQ4651963FDOQ4651963

Authors: Kim-Chuan Toh 

Publication date: 23 February 2005

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

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zbMATH Keywords

interior-point methodspreconditionersconjugate residual methodaugmented systemssymmetric quasi-minimal residual methodlarge scale semidefinite programmingmaximum-clique problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Interior-point methods (90C51) Semidefinite programming (90C22)

Cited In (38)

• A novel approach for solving semidefinite programs
• A globally convergent filter-type trust region method for semidefinite programming
• Solving semidefinite programs using preconditioned conjugate gradients
• On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming
• Alternating direction augmented Lagrangian methods for semidefinite programming
• An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
• Computational enhancements in low-rank semidefinite programming
• Behavioral measures and their correlation with IPM iteration counts on semi-definite programming problems
• A convergent 3-block semiproximal alternating direction method of multipliers for conic programming with 4-type constraints
• A boundary point method to solve semidefinite programs
• An inexact projected gradient method with rounding and lifting by nonlinear programming for solving rank-one semidefinite relaxation of polynomial optimization
• High-accuracy solution of large-scale semidefinite programs
• Matrix-free convex optimization modeling
• Matrix relaxations in combinatorial optimization
• Solving large-scale semidefinite programs in parallel
• An efficient inexact ABCD method for least squares semidefinite programming
• Large-scale semidefinite programs in electronic structure calculation
• On the implementation and usage of SDPT3 -- a Matlab software package for semidefinite-quadratic-linear programming, version 4.0
• Using a factored dual in augmented Lagrangian methods for semidefinite programming
• Primal-dual interior point multigrid method for topology optimization
• GMRES-accelerated ADMM for quadratic objectives
• A semismooth Newton-CG based dual PPA for matrix spectral norm approximation problems
• SDPNAL+: A Matlab software for semidefinite programming with bound constraints (version 1.0)
• \(LDL^T\) direction interior point method for semidefinite programming
• Partitioned versus global Krylov subspace iterative methods for FE solution of 3-D Biot's problem
• SDPNAL+: a majorized semismooth Newton-CG augmented Lagrangian method for semidefinite programming with nonnegative constraints
• Preprocessing sparse semidefinite programs via matrix completion
• Local minima and convergence in low-rank semidefinite programming
• Correlative sparsity in primal-dual interior-point methods for LP, SDP, and SOCP
• Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
• A trust region method for solving semidefinite programs
• On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
• Loraine – an interior-point solver for low-rank semidefinite programming
• An inexact dual logarithmic barrier method for solving sparse semidefinite programs
• A successive constraint approach to solving parameter-dependent linear matrix inequalities
• PREDICTOR–CORRECTOR SMOOTHING NEWTON METHOD FOR SOLVING SEMIDEFINITE PROGRAMMING
• A preconditioned iterative interior point approach to the conic bundle subproblem
• Solving some large scale semidefinite programs via the conjugate residual method

Uses Software

• CSDP
• SDPLIB
• SDPT3
• SDPLR

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