Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones
From MaRDI portal
(Redirected from Publication:621748)
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
Cites work
- scientific article; zbMATH DE number 554762 (Why is no real title available?)
- scientific article; zbMATH DE number 729680 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 964349 (Why is no real title available?)
- A mathematical view of interior-point methods in convex optimization
- Algorithm 875
- Algorithmic Aspects of Vertex Elimination on Graphs
- An Approximate Minimum Degree Ordering Algorithm
- An Interior-Point Method for Semidefinite Programming
- Avoiding numerical cancellation in the interior point method for solving semidefinite programs
- CSDP, A C library for semidefinite programming
- Correlative sparsity in primal-dual interior-point methods for LP, SDP, and SOCP
- Covariance selection for nonchordal graphs via chordal embedding
- Determinantal formulae for matrix completions associated with chordal graphs
- Exploiting sparsity in primal-dual interior-point methods for semidefinite programming
- Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
- Exploiting sparsity in semidefinite programming via matrix completion. II: Implementation and numerical results
- Graph implementations for nonsmooth convex programs
- Implementation and evaluation of SDPA 6.0 (Semidefinite Programming Algorithm 6.0)
- Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
- Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Linear Recursive Equations, Covariance Selection, and Path Analysis
- Nested Dissection of a Regular Finite Element Mesh
- On the Nesterov--Todd Direction in Semidefinite Programming
- Polynomial Convergence of Primal-Dual Algorithms for Semidefinite Programming Based on the Monteiro and Zhang Family of Directions
- Positive definite completions of partial Hermitian matrices
- Primal--Dual Path-Following Algorithms for Semidefinite Programming
- Primal-Dual Interior-Point Methods for Self-Scaled Cones
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Robust convex quadratically constrained programs
- SDPLIB 1.2, a library of semidefinite programming test problems
- Second-order cone programming
- Self-Scaled Barriers and Interior-Point Methods for Convex Programming
- Self-scaled barrier functions on symmetric cones and their classification
- Semidefinite Programming
- Semidefinite Programming in the Space of Partial Positive Semidefinite Matrices
- Simple Linear-Time Algorithms to Test Chordality of Graphs, Test Acyclicity of Hypergraphs, and Selectively Reduce Acyclic Hypergraphs
- Solving semidefinite-quadratic-linear programs using SDPT3
- Solving symmetric indefinite systems in an interior-point method for linear programming
- Sums of Squares and Semidefinite Program Relaxations for Polynomial Optimization Problems with Structured Sparsity
- The University of Florida sparse matrix collection
- Triangulated graphs and the elimination process
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
Cited in
(10)- On sparse matrix orderings in interior point methods
- Chordal decomposition in operator-splitting methods for sparse semidefinite programs
- 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
Describes a project that uses
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)
