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19 p, 807.5 KB Exploiting sparsity in primal-dual interior-point methods for semidefinite programming / Fujisawa, Katsuki ; Kojima, Masakazu ; Nakata, Kazuhide
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. [...]
1997
Mathematical Programming, vol. 79 n. 1-3 (1997) p. 235-253  
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