Solving some large scale semidefinite programs via the conjugate residual method

DOI10.1137/S1052623400376378MaRDI QIDQ2784430zbMATH OpenOpenAlexFDO

Authors Kim-Chuan Toh, Masakazu Kojima

Publication date 23 April 2002

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s1052623400376378

zbMATH Keywords

deflated conjugate gradient methodinexact search directionsinterior-point methodslarge scale semidefinite programmingpreconditioned conjugate residual method

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Semidefinite programming (90C22) Interior-point methods (90C51) Methods of reduced gradient type (90C52)

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Cited in

(23)

• Correlative sparsity in primal-dual interior-point methods for LP, SDP, and SOCP
• Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
• A globally convergent filter-type trust region method for semidefinite programming
• A survey on conic relaxations of optimal power flow problem
• A relaxed interior point method for low-rank semidefinite programming problems with applications to matrix completion
• An inexact dual logarithmic barrier method for solving sparse semidefinite programs
• A novel approach for solving semidefinite programs
• Implementation of a block-decomposition algorithm for solving large-scale conic semidefinite programming problems
• A semidefinite programming-based heuristic for graph coloring
• Local minima and convergence in low-rank semidefinite programming
• An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results
• A trust region method for solving semidefinite programs
• PREDICTOR–CORRECTOR SMOOTHING NEWTON METHOD FOR SOLVING SEMIDEFINITE PROGRAMMING
• GMRES-accelerated ADMM for quadratic objectives
• Solving Large Scale Semidefinite Programs via an Iterative Solver on the Augmented Systems
• Solving semidefinite programs using preconditioned conjugate gradients
• Computational enhancements in low-rank semidefinite programming
• A preconditioned iterative interior point approach to the conic bundle subproblem
• Loraine – an interior-point solver for low-rank semidefinite programming
• A matrix generation approach for eigenvalue optimization
• Semidefinite programming relaxations for graph coloring and maximal clique problems
• On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
• Solving large-scale semidefinite programs in parallel

Describes a project that uses

Uses Software

• SDPLIB
• SDPT3

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