Exploiting sparsity in primal-dual interior-point methods for semidefinite programming
نویسندگان
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 semidefinite programs. This paper proposes an efficient method for computing the two directions when a semidefinite program to be solved is large scale and sparse.
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ورودعنوان ژورنال:
- Math. Program.
دوره 79 شماره
صفحات -
تاریخ انتشار 1997