High-accuracy solution of large-scale semidefinite programs

DOI10.1080/10556788.2011.610457zbMath1253.49019OpenAlexW2090499159MaRDI QIDQ5200555

Florian Jarre, Thomas Davi

Publication date: 6 November 2012

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

Full work available at URL: https://doi.org/10.1080/10556788.2011.610457

zbMATH Keywords

semidefinite programAlizadeh-Haeberly-Overton (AHO) directionquasiminimal residual algorithm (QMR) algorithm

Mathematics Subject Classification ID

Semidefinite programming (90C22) Numerical methods involving duality (49M29)

Related Items

Douglas-Rachford splitting method for semidefinite programming, On the stable solution of large scale problems over the doubly nonnegative cone

Cites Work

• QMR: A quasi-minimal residual method for non-Hermitian linear systems
• A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
• An Augmented Primal-Dual Method for Linear Conic Programs
• Solution of Sparse Indefinite Systems of Linear Equations
• On the Shannon capacity of a graph
• Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
• A Superlinearly Convergent Primal-Dual Infeasible-Interior-Point Algorithm for Semidefinite Programming
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• Solving Large Scale Semidefinite Programs via an Iterative Solver on the Augmented Systems
• Regularization Methods for Semidefinite Programming