Exploiting sparsity in primal–dual interior-point methods for semidefinite programming

Exploiting sparsity in primal–dual interior-point methods for semidefinite programming

0.00 Avg rating0 Votes
Article ID: iaor1999895
Country: Netherlands
Volume: 79
Issue: 1/3
Start Page Number: 235
End Page Number: 253
Publication Date: Oct 1997
Journal: Mathematical Programming
Authors: , ,
Keywords: interior point methods
Abstract:

The Helmberg–Rendl–Vanderbei–Wolkowicz/Kojima–Shindoh–Hara/Monteiro and Nesterov– Todd search directions have been used in many primal–dual interior-point methods for semidefinite programs. This paper proposes an efficient method for computing the two directions when the semidefinite program to be solved is large scale and sparse.

Reviews

Required fields are marked *. Your email address will not be published.