Article ID: | iaor20041231 |
Country: | Germany |
Volume: | 95 |
Issue: | 2 |
Start Page Number: | 329 |
End Page Number: | 357 |
Publication Date: | Jan 2003 |
Journal: | Mathematical Programming |
Authors: | Monteiro R.D.C., Burer S. |
Keywords: | semidefinite programming |
In this paper, we present a nonlinear programming algorithm for solving semidefinite programs (SDPs) in standard form. The algorithm's distinguishing feature is a change of variables that replaces the symmetric, positive semidefinite variable