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Solving a class of semidefinite programs via nonlinear programming

โœ Scribed by Samuel Burer; Renato D.C. Monteiro; Yin Zhang


Publisher
Springer-Verlag
Year
2002
Tongue
English
Weight
242 KB
Volume
93
Category
Article
ISSN
0025-5610

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๐Ÿ“œ SIMILAR VOLUMES


A Boundary Point Method to Solve Semidef
โœ J. Povh; F. Rendl; A. Wiegele ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› Springer Vienna ๐ŸŒ English โš– 107 KB

We investigate the augmented Lagrangian penalty function approach to solve semidefinite programs. It turns out that this method generates iterates which lie on the boundary of the cone of semidefinite matrices which are driven to the affine subspace described by the linear equations defining the sem