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

Katsuki Fujisawa, Masakazu Kojima, Kazuhide Nakata

Research output: Contribution to journalArticle

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
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Software
  • Mathematics(all)

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