Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones
From MaRDI portal
Publication:621748
DOI10.1007/S12532-010-0016-2zbMATH Open1230.90006OpenAlexW2170975529MaRDI QIDQ621748FDOQ621748
Authors: Martin S. Andersen, Joachim Dahl, Lieven Vandenberghe 
Publication date: 28 January 2011
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12532-010-0016-2
Recommendations
- Logarithmic barriers for sparse matrix cones
- On implementing a primal-dual interior-point method for conic quadratic optimization
- Exploiting sparsity in semidefinite programming via matrix completion. II: Implementation and numerical results
- Exploiting sparsity in primal-dual interior-point methods for semidefinite programming
- Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Interior-point methods (90C51) Semidefinite programming (90C22) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Cites Work
- CSDP, A C library for semidefinite programming
- The University of Florida sparse matrix collection
- Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- SDPLIB 1.2, a library of semidefinite programming test problems
- Solving semidefinite-quadratic-linear programs using SDPT3
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Nested Dissection of a Regular Finite Element Mesh
- An Approximate Minimum Degree Ordering Algorithm
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Semidefinite Programming
- Linear Recursive Equations, Covariance Selection, and Path Analysis
- Graph implementations for nonsmooth convex programs
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Second-order cone programming
- A mathematical view of interior-point methods in convex optimization
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- Self-Scaled Barriers and Interior-Point Methods for Convex Programming
- Primal--Dual Path-Following Algorithms for Semidefinite Programming
- An Interior-Point Method for Semidefinite Programming
- Sums of Squares and Semidefinite Program Relaxations for Polynomial Optimization Problems with Structured Sparsity
- Positive definite completions of partial Hermitian matrices
- Triangulated graphs and the elimination process
- Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
- Simple Linear-Time Algorithms to Test Chordality of Graphs, Test Acyclicity of Hypergraphs, and Selectively Reduce Acyclic Hypergraphs
- Algorithmic Aspects of Vertex Elimination on Graphs
- Covariance selection for nonchordal graphs via chordal embedding
- Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
- Exploiting sparsity in primal-dual interior-point methods for semidefinite programming
- On the Nesterov--Todd Direction in Semidefinite Programming
- Primal-Dual Interior-Point Methods for Self-Scaled Cones
- Robust convex quadratically constrained programs
- Self-scaled barrier functions on symmetric cones and their classification
- Title not available (Why is that?)
- Polynomial Convergence of Primal-Dual Algorithms for Semidefinite Programming Based on the Monteiro and Zhang Family of Directions
- Implementation and evaluation of SDPA 6.0 (Semidefinite Programming Algorithm 6.0)
- Solving symmetric indefinite systems in an interior-point method for linear programming
- Correlative sparsity in primal-dual interior-point methods for LP, SDP, and SOCP
- Avoiding numerical cancellation in the interior point method for solving semidefinite programs
- Exploiting sparsity in semidefinite programming via matrix completion. II: Implementation and numerical results
- Determinantal formulae for matrix completions associated with chordal graphs
- Algorithm 875
- Semidefinite Programming in the Space of Partial Positive Semidefinite Matrices
Cited In (10)
- Chordal decomposition in operator-splitting methods for sparse semidefinite programs
- On sparse matrix orderings in interior point methods
- Linear optimization over homogeneous matrix cones
- Random projections for conic programs
- Note on implementing the new sphere method for LP using matrix inversions sparingly
- Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion
- CHOLMOD
- The state-of-the-art in conic optimization software
- COSMO: a conic operator splitting method for convex conic problems
- Logarithmic barriers for sparse matrix cones
Uses Software
This page was built for publication: Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q621748)
