Solving large structured semidefinite programs using an inexact spectral bundle method

Proceedings of the IEEE Conference on Decision and Control

Volumn 5, Issue , 2000, Pages 5027-5032

  Miller, Scott A ^a   Smith, Roy S ^a  

^a University of California   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; LINEARIZATION; MATHEMATICAL MODELS; MATRIX ALGEBRA; OPTIMIZATION; POLYNOMIALS;

SEMIDEFINITE PROGRAMS; SPECTRAL BUNDLE METHOD;

CONTROL SYSTEM SYNTHESIS;

EID: 0034440340     PISSN: 01912216     EISSN: None     Source Type: Journal    
DOI: 10.1109/CDC.2001.914733     Document Type: Article

References (11)

1. Exploiting structure in a projective algorithm for solving strict linear matrix inequalities
2. A spectral bundle method for semidifinite programming
3. An exact penalty function algorithm for nonsmooth convex constrained minimization problems
4. A constraint linearization method for nondifferentiable convex minimization
5. Proximity control in bundle methods for convex nondifferentiable minimization
6. A bundle method for efficiently solving large structured linear matrix inequalities
7. A time-domain approach to model validation
8. A version of the bundle idea for minimizing a nonsmooth function: Conceptual idea, convergence analysis, numerical results
9. A primal-dual potential reduction method for problems involving matrix inequalities