A computational study of a gradient-based log-barrier algorithm for a class of large-scale SDPs

DOI10.1007/s10107-002-0353-7zbMath1030.90076OpenAlexW2167628558MaRDI QIDQ1411645

Renato D. C. Monteiro, Yin Zhang, Samuel Burer

Publication date: 29 October 2003

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1911/101973

zbMATH Keywords

interior-point methodssemidefinite relaxationlimited memory quasi-Newton methodssemidefinite program

Mathematics Subject Classification ID

Semidefinite programming (90C22) Large-scale problems in mathematical programming (90C06) Methods of quasi-Newton type (90C53)

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Uses Software

• METIS
• Benchmarks for Optimization Software
• COL