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 | |
| Publication status | Published - Oct 1 1997 |
| Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Software
- Mathematics(all)
Fingerprint Dive into the research topics of 'Exploiting sparsity in primal-dual interior-point methods for semidefinite programming'. Together they form a unique fingerprint.
Cite this
Fujisawa, K., Kojima, M., & Nakata, K. (1997). Exploiting sparsity in primal-dual interior-point methods for semidefinite programming. Mathematical Programming, Series B, 79(1-3), 235-253. https://doi.org/10.1007/BF02614319