Exploiting Sparsity in Primal-dual Interior-point Methods for Semidenite Programming
نویسنده
چکیده
The Helmberg-Rendl-Vanderbei-Wolkowicz/Kojima-Shindoh-Hara/Monteiro and the Nesterov-Todd search directions have been used in many primal-dual interior-point methods for semide nite programs. This paper proposes an e cient method for computing the two directions when a semide nite program to be solved is large scale and sparse.
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