Solving a class of semidefinite programs via nonlinear programming

DOI10.1007/S101070100279MaRDI QIDQ1849262zbMATH OpenOpenAlexFDO

Authors Samuel Burer, Renato D. C. Monteiro, Yin Zhang

Publication date 1 December 2002

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s101070100279

zbMATH Keywords

first-order methodsnonlinear programminginterior-point methodstransformationsemidefinite relaxationsemidefinite programlog-barrier algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30) Interior-point methods (90C51) Semidefinite programming (90C22)

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(28)

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• Relaxing nonconvex quadratic functions by multiple adaptive diagonal perturbations
• On extracting maximum stable sets in perfect graphs using Lovász's theta function
• SpeeDP: an algorithm to compute SDP bounds for very large max-cut instances
• Finding a strict feasible solution of a linear semidefinite program
• Approximate augmented Lagrangian functions and nonlinear semidefinite programs
• An efficient approach to solve the large-scale semidefinite programming problems
• Computational enhancements in low-rank semidefinite programming
• Efficient rank reduction of correlation matrices
• On verified numerical computations in convex programming
• scientific article; zbMATH DE number 1180449 (Why is no real title available?)
• A computational study of a gradient-based log-barrier algorithm for a class of large-scale SDPs
• Interior-point algorithms for semidefinite programming based on a nonlinear formulation
• Lower-order penalization approach to nonlinear semidefinite programming
• \(LDL^T\) direction interior point method for semidefinite programming
• Local minima and convergence in low-rank semidefinite programming
• A sequential quadratic penalty method for nonlinear semidefinite programming
• Sieve-SDP: a simple facial reduction algorithm to preprocess semidefinite programs
• Large-scale semidefinite programming via a saddle point mirror-prox algorithm
• Solving highly nonlinear convex separable programs using successive approximation

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Uses Software

• COL

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