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Exploiting sparsity in primal-dual interior-point methods for semidefinite programming
Fujisawa, Katsuki
Kojima, Masakazu
Nakata, Kazuhide

Data: 1997
Resum: 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. .
Llengua: Anglès.
Document: Article ; recerca ; article ; publishedVersion
Matèria: Interior-point methods ; Semidefinite programming ; Sparsity
Publicat a: Mathematical Programming, vol. 79 n. 1-3 (1997) p. 235-253, ISSN 0025-5610

19 p, 807.5 KB
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