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

Katsuki Fujisawa, Masakazu Kojima, Kazuhide Nakata

Research output: Contribution to journal › Article

85 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 languageEnglish
Pages (from-to)235-253
Number of pages19
JournalMathematical Programming, Series B
Volume79
Issue number1-3
DOIs
Publication statusPublished - Oct 1 1997

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Primal-dual Interior Point Method
Semidefinite Program
Semidefinite Programming
Sparsity
Computing

All Science Journal Classification (ASJC) codes

  • Software
  • Mathematics(all)

Cite this

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

In: Mathematical Programming, Series B, Vol. 79, No. 1-3, 01.10.1997, p. 235-253.

Research output: Contribution to journal › Article

Fujisawa, K, Kojima, M & Nakata, K 1997, 'Exploiting sparsity in primal-dual interior-point methods for semidefinite programming', Mathematical Programming, Series B, vol. 79, no. 1-3, pp. 235-253. https://doi.org/10.1007/BF02614319
Fujisawa K, Kojima M, Nakata K. Exploiting sparsity in primal-dual interior-point methods for semidefinite programming. Mathematical Programming, Series B. 1997 Oct 1;79(1-3):235-253. https://doi.org/10.1007/BF02614319
Fujisawa, Katsuki ; Kojima, Masakazu ; Nakata, Kazuhide. / Exploiting sparsity in primal-dual interior-point methods for semidefinite programming. In: Mathematical Programming, Series B. 1997 ; Vol. 79, No. 1-3. pp. 235-253.
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