Behavioral measures and their correlation with IPM iteration counts on semi-definite programming problems

DOI10.1007/S10107-006-0035-YzbMATH Open1278.90447OpenAlexW1996989380MaRDI QIDQ868472FDOQ868472

Authors: Robert M. Freund, Fernando Ordóñez, Kim-Chuan Toh 

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/s10107-006-0035-y

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zbMATH Keywords

degeneracycomplementaritycondition numbersemi-definite programminginterior-point methodbehavioral measure

Mathematics Subject Classification ID

Interior-point methods (90C51) Semidefinite programming (90C22)

Cites Work

• Solving semidefinite-quadratic-linear programs using SDPT3
• Interior-point methods
• Title not available (Why is that?)
• Some perturbation theory for linear programming
• Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
• Handbook of semidefinite programming. Theory, algorithms, and applications
• Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
• Some characterizations and properties of the ``distance to the ill-posedness and the condition measure of a conic linear system
• Complementarity and nondegeneracy in semidefinite programming
• Superlinear convergence of interior-point algorithms for semidefinite programming
• A Characterization of Stability in Linear Programming
• Solving Large Scale Semidefinite Programs via an Iterative Solver on the Augmented Systems
• On the Local Convergence of a Predictor-Corrector Method for Semidefinite Programming
• Superlinear Convergence of a Symmetric Primal-Dual Path Following Algorithm for Semidefinite Programming
• Linear programming, complexity theory and elementary functional analysis
• On the Primal-Dual Geometry of Level Sets in Linear and Conic Optimization
• Computational Experience and the Explanatory Value of Condition Measures for Linear Optimization
• On the Complexity of Computing Estimates of Condition Measures of a Conic Linear System
• Complexity of convex optimization using geometry-based measures and a reference point
• Error Bounds and Limiting Behavior of Weighted Paths Associated with the SDP Map X1/2SX1/2
• Computation of condition numbers for linear programming problems using Peña’s method
• Two properties of condition numbers for convex programs via implicitly defined barrier functions
• On two measures of problem instance complexity and their correlation with the performance of SeDuMi on second-order cone problems

Cited In (11)

• On the semidefinite representation of real functions applied to symmetric matrices
• On verified numerical computations in convex programming
• Preprocessing and regularization for degenerate semidefinite programs
• On two measures of problem instance complexity and their correlation with the performance of SeDuMi on second-order cone problems
• Average-case complexity without the black swans
• Application of facial reduction to \(H_\infty\) state feedback control problem
• On the implementation and usage of SDPT3 -- a Matlab software package for semidefinite-quadratic-linear programming, version 4.0
• Strong duality and minimal representations for cone optimization
• Efficient use of semidefinite programming for selection of rotamers in protein conformations
• Generating and measuring instances of hard semidefinite programs
• Strange behaviors of interior-point methods for solving semidefinite programming problems in polynomial optimization

Uses Software

• SDPLIB
• SDPT3

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