Method of approximate centers for semi-definite programming

Method of approximate centers for semi-definite programming

0.00 Avg rating0 Votes
Article ID: iaor20002416
Country: United States
Volume: 7
Issue: 3/4
Start Page Number: 291
End Page Number: 309
Publication Date: Mar 1997
Journal: Optimization Methods & Software
Authors: , , ,
Keywords: semidefinite programming
Abstract:

The success of interior point algorithms for large-scale linear programming has prompted researchers to extend these algorithms to the semi-definite programming (SDP) case. In this paper, the method of approximate centers of Roos and Vial is extended to SDP. The algorithm is subsequently extended to a primal–dual infeasible start algorithm, by employing a suitable self-dual embedding of the primal–dual SDP problem pair.

Reviews

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 Your email address will not be published.