A constraint-reduced algorithm for semidefinite optimization problems with superlinear convergence

DOI10.1007/s10957-016-0917-yzbMath1344.90047OpenAlexW2294678046MaRDI QIDQ306395

Sungwoo Park

Publication date: 31 August 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-0917-y

zbMATH Keywords

semidefinite programminginterior point methodslocal convergenceconstraint reductionprimal dual infeasible

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Interior-point methods (90C51)

Related Items (1)

A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme

Uses Software

• SDPA
• SDPT3
• reducedLP
• rMPC

Cites Work

• A constraint-reduced variant of Mehrotra's predictor-corrector algorithm
• Adaptive constraint reduction for convex quadratic programming
• A polynomial time constraint-reduced algorithm for semidefinite optimization problems
• Adaptive constraint reduction for training support vector machines
• Superlinear convergence of interior-point algorithms for semidefinite programming
• Exploiting sparsity in primal-dual interior-point methods for semidefinite programming
• Complementarity and nondegeneracy in semidefinite programming
• Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
• Exploiting Sparsity in Semidefinite Programming via Matrix Completion I: General Framework
• On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0
• Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
• Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
• A Superlinearly Convergent Primal-Dual Infeasible-Interior-Point Algorithm for Semidefinite Programming
• Primal--Dual Path-Following Algorithms for Semidefinite Programming
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• An Interior-Point Method for Semidefinite Programming
• Constraint Reduction for Linear Programs with Many Inequality Constraints

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