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

Katsuki Fujisawa; Masakazu Kojima; Kazuhide Nakata

doi:10.1007/BF02614319

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

Katsuki Fujisawa, Masakazu Kojima, Kazuhide Nakata

Research output: Contribution to journal › Article › peer-review

90 Citations (Scopus)

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.

Original language	English
Pages (from-to)	235-253
Number of pages	19
Journal	Mathematical Programming, Series B
Volume	79
Issue number	1-3
DOIs	https://doi.org/10.1007/BF02614319
Publication status	Published - Oct 1 1997
Externally published	Yes

All Science Journal Classification (ASJC) codes

Software
Mathematics(all)

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10.1007/BF02614319

Cite this

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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.",

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AB - 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.

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

Abstract

All Science Journal Classification (ASJC) codes

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