Computational experience with ill-posed problems in semidefinite programming

DOI10.1023/A:1013716917710zbMath0988.90024OpenAlexW1508506008MaRDI QIDQ5960308

Gerald Gruber, Franz Rendl

Publication date: 15 April 2002

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1013716917710

zbMATH Keywords

semidefinite programmingdamped Newton stepsstandard search direction

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Methods of quasi-Newton type (90C53)

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Uses Software

• SeDuMi
• SDPT3