A Multiple-Cut Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems

DOI10.1137/S1052623400370503zbMath1012.65056OpenAlexW2034914387MaRDI QIDQ4785865

Gongyun Zhao, Kim-Chuan Toh, Jie Sun

Publication date: 5 January 2003

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

Full work available at URL: https://doi.org/10.1137/s1052623400370503

zbMATH Keywords

algorithmconesemidefinite programmingconvex bodyanalytic centersymmetric positive semidefinite matricescutting plane methodsmultiple cuts

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

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A second-order cone cutting surface method: Complexity and application ⋮ An extension of Chubanov's algorithm to symmetric cones ⋮ Selective Gram-Schmidt orthonormalization for conic cutting surface algorithms ⋮ Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: polynomial complexity and local convergence ⋮ Using selective orthonormalization to update the analytic center after addition of multiple cuts ⋮ Recent Progress in Interior-Point Methods: Cutting-Plane Algorithms and Warm Starts ⋮ A unifying framework for several cutting plane methods for semidefinite programming ⋮ An alternating direction method for solving convex nonlinear semidefinite programming problems

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