Search Results - subject:"Semidefinite Programming"

On the long step path--following method for semidefinite programming

Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1996

algorithms for linear programming can be nicely generalized to semidefinite programming. However, the analysis of long step path …-following algorithms for semidefinite programming appeared to be less straightforward. For such an algorithm, Monteiro obtained an [TeX: O …

Persistent link: https://www.econbiz.de/10008584777

Superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite programming

Luo, Z-Q.; Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1996

This paper establishes the superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite … programming under the assumptions that the semidefinite program has a strictly complementary primal-dual optimal solution and that … superlinearly with order [TeX: $\frac{2}{1+2^{-2r}}$]. The proof relies on a careful analysis of the central path for semidefinite …

Persistent link: https://www.econbiz.de/10008484087

Duality and Self-Duality for Conic Convex Programming

Luo, Z-Q.; Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1996

This paper considers the problem of minimizing a linear function over the intersection of an affine space with a closed convex cone. In the first half of the paper, we give a detailed study of duality properties of this problem and present examples to illustrate these properties. In particular,...

Persistent link: https://www.econbiz.de/10008484094

Superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite programming

Luo, Z-Q.; Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1996

This paper establishes the superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite … programming under the assumptions that the semidefinite program has a strictly complementary primal-dual optimal solution and that … superlinearly with order [TeX: $\\frac{2}{1+2^{-2r}}$]. The proof relies on a careful analysis of the central path for semidefinite …

Persistent link: https://www.econbiz.de/10011149301

Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming

Berkelaar, Berkelaar, A.B.; Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1996

semidefinite programming, resulting in a new algorithm. Compared to other primal--dual affine scaling algorithms for semidefinite …In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite … programming. We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to …

Persistent link: https://www.econbiz.de/10010837945

Penalty and Barrier Methods for Convex Semidefinite Programming

Auslender, Alfred; Héctor C. - In: Mathematical Methods of Operations Research 63 (2006) 2, pp. 195-219

In this paper we present penalty and barrier methods for solving general convex semidefinite programming problems. More …

Persistent link: https://www.econbiz.de/10010950142

Penalty and Barrier Methods for Convex Semidefinite Programming

Auslender, Alfred; Héctor C. - In: Computational Statistics 63 (2006) 2, pp. 195-219

In this paper we present penalty and barrier methods for solving general convex semidefinite programming problems. More …

Persistent link: https://www.econbiz.de/10010847728

Symmetric primal-dual path following algorithms for semidefinite programming

Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1995

In this paper a symmetric primal-dual transformation for positive semidefinite programming is proposed. For standard … (3) the largest step algorithm to semidefinite programming. It is shown that these algorithms require at most [TeX … primal-dual transformation we derive Newton search directions for primal-dual path-following algorithms for semidefinite …

Persistent link: https://www.econbiz.de/10008584634

On semidefinite programming relaxations for the satisfiability problem

Anjos, Miguel F. - In: Mathematical Methods of Operations Research 60 (2004) 3, pp. 349-367

This paper is concerned with the analysis and comparison of semidefinite programming (SDP) relaxations for the …

Persistent link: https://www.econbiz.de/10010950243

On semidefinite programming relaxations for the satisfiability problem

Anjos, Miguel F. - In: Computational Statistics 60 (2004) 3, pp. 349-367

This paper is concerned with the analysis and comparison of semidefinite programming (SDP) relaxations for the …

Persistent link: https://www.econbiz.de/10010847851