A primal-dual regularized interior-point method for semidefinite programming
DOI10.1080/10556788.2016.1235708zbMATH Open1365.90189OpenAlexW2531901171MaRDI QIDQ5268898FDOQ5268898
Authors:
Publication date: 21 June 2017
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2016.1235708
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regularizationsemidefinite programmingdegeneracySlater's conditioninterior-point methodsymmetric quasi-definite
Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Interior-point methods (90C51) Semidefinite programming (90C22) Duality theory (optimization) (49N15)
Cites Work
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Cited In (16)
- A regularization interior point method for semidefinite programming with free variables
- Title not available (Why is that?)
- Regularization methods for semidefinite programming
- A limiting analysis on regularization of singular SDP and its implication to infeasible interior-point algorithms
- An interior point-proximal method of multipliers for linear positive semi-definite programming
- An Efficient Primal-Dual Interior-Point Method for Minimizing a Sum of Euclidean Norms
- A globally convergent regularized interior point method for constrained optimization
- Title not available (Why is that?)
- A conversion of an SDP having free variables into the standard form SDP
- Computational experience with ill-posed problems in semidefinite programming
- A primal-dual regularized interior-point method for convex quadratic programs
- Title not available (Why is that?)
- Avoiding numerical cancellation in the interior point method for solving semidefinite programs
- A class of polynomial primal-dual interior-point algorithms for semidefinite optimization
- A primal–dual penalty method via rounded weighted-ℓ1 Lagrangian duality
- Lagrangian Dual Interior-Point Methods for Semidefinite Programs
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