An Interior Point Method for Solving Semidefinite Programs Using Cutting Planes and Weighted Analytic Centers
نویسندگان
چکیده
منابع مشابه
An Interior Point Method for Solving Semidefinite Programs Using Cutting Planes and Weighted Analytic Centers
We investigate solving semidefinite programs SDPs with an interior point method called SDPCUT, which utilizes weighted analytic centers and cutting plane constraints. SDP-CUT iteratively refines the feasible region to achieve the optimal solution. The algorithm uses Newton’s method to compute the weighted analytic center. We investigate different stepsize determining techniques. We found that u...
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The matrix variables in a primal-dual pair of semidefinite programs are getting increasingly ill-conditioned as they approach a complementary solution. Multiplying the primal matrix variable with a vector from the eigenspace of the non-basic part will therefore result in heavy numerical cancellation. This effect is amplified by the scaling operation in interior point methods. A complete example...
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics
سال: 2012
ISSN: 1110-757X,1687-0042
DOI: 10.1155/2012/946893