An Interior-Point Method for Semidefinite Programming
نویسندگان
چکیده
منابع مشابه
An Interior-Point Method for Semidefinite Programming
We propose a new interior point based method to minimize a linear function of a matrix variable subject to linear equality and inequality constraints over the set of positive semidefinite matrices. We show that the approach is very efficient for graph bisection problems, such as max-cut. Other applications include max-min eigenvalue problems and relaxations for the stable set problem.
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 1996
ISSN: 1052-6234,1095-7189
DOI: 10.1137/0806020