On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
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Publication:868465
DOI10.1007/S10107-006-0029-9zbMATH Open1177.90312OpenAlexW2007421997MaRDI QIDQ868465FDOQ868465
Authors: Michal Kočvara, M. Stingl 
Publication date: 5 March 2007
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-006-0029-9
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Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Semidefinite programming (90C22)
Cites Work
- A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
- PENNON: A code for convex nonlinear and semidefinite programming
- SDPLIB 1.2, a library of semidefinite programming test problems
- Numerical Optimization
- Benchmarking optimization software with performance profiles.
- Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization
- Modified barrier functions (theory and methods)
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- Primal--Dual Path-Following Algorithms for Semidefinite Programming
- An Interior-Point Method for Semidefinite Programming
- Automatic Preconditioning by Limited Memory Quasi-Newton Updating
- An independent benchmarking of SDP and SOCP solvers
- Exploiting sparsity in primal-dual interior-point methods for semidefinite programming
- Solving nonconvex SDP problems of structural optimization with stability control
- Solving some large scale semidefinite programs via the conjugate residual method
- Solving Large Scale Semidefinite Programs via an Iterative Solver on the Augmented Systems
- Title not available (Why is that?)
- An incomplete Cholesky factorization for dense symmetric positive definite matrices
- Lagrangian Dual Interior-Point Methods for Semidefinite Programs
- Incomplete orthogonalization preconditioners for solving large and dense linear systems which arise from semidefinite programming
Cited In (27)
- Lagrangian transformation and interior ellipsoid methods in convex optimization
- A globally convergent filter-type trust region method for semidefinite programming
- Nonlinear rescaling Lagrangians for nonconvex semidefinite programming
- New results on the application of the passification method. A survey
- Matrix relaxations in combinatorial optimization
- SOC-monotone and SOC-convex functions vs. matrix-monotone and matrix-convex functions
- Optimality conditions and global convergence for nonlinear semidefinite programming
- Primal-dual interior point multigrid method for topology optimization
- Erratum to: ``On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
- PENSDP
- Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming
- Solving Large Scale Semidefinite Programs via an Iterative Solver on the Augmented Systems
- A proximal augmented method for semidefinite programming problems
- A trust region method for solving semidefinite programs
- A primal-dual interior point trust-region method for nonlinear semidefinite programming
- Local convergence of an augmented Lagrangian method for matrix inequality constrained programming
- A relaxed interior point method for low-rank semidefinite programming problems with applications to matrix completion
- The Legendre Transformation in Modern Optimization
- Loraine – an interior-point solver for low-rank semidefinite programming
- An inexact dual logarithmic barrier method for solving sparse semidefinite programs
- On Barrier and Modified Barrier Multigrid Methods for Three-Dimensional Topology Optimization
- Projection Methods in Conic Optimization
- Complexity analysis and numerical implementation of large-update interior-point methods for SDLCP based on a new parametric barrier kernel function
- PENNON: Software for Linear and Nonlinear Matrix Inequalities
- Solving \(k\)-cluster problems to optimality with semidefinite programming
- A preconditioned iterative interior point approach to the conic bundle subproblem
- Solving some large scale semidefinite programs via the conjugate residual method
Uses Software
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