A unifying framework for several cutting plane methods for semidefinite programming

نویسندگان

  • Kartik Krishnan Sivaramakrishnan
  • John E. Mitchell
چکیده

Cutting plane methods provide the means to solve large scale semidefinite programs (SDP) cheaply and quickly. We give a survey of various cutting plane approaches for SDP in this paper. These cutting plane approaches arise from various perspectives, and include techniques based on interior point cutting plane approaches, and an approach which mimics the simplex method for linear programming. We present an accessible introduction to various cutting plane approaches that have appeared in the literature. We place these methods in a unifying framework which illustrates how each approach arises as a natural enhancement of a primordial linear programming cutting plane scheme based on a semi-infinite formulation of the SDP. Cutting plane methods for SDP 2

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عنوان ژورنال:
  • Optimization Methods and Software

دوره 21  شماره 

صفحات  -

تاریخ انتشار 2006