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

Mathematical Programming, Series B

Volumn 95, Issue 2, 2003, Pages 359-379

  Burer, Samuel ^a   Monteiro, Renato D C ^b   Zhang, Yin ^c  

^a UNIVERSITY OF IOWA   (United States)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^c Rice University   (United States)

Author keywords

Interior point methods; Limited memory quasi Newton methods; Nonlinear programming; Semidefinile program; Semidefinite relaxation

Indexed keywords

ALGORITHMS; MATHEMATICAL TRANSFORMATIONS; NONLINEAR PROGRAMMING; OPTIMIZATION; PROBLEM SOLVING;

INTERIOR-POINT METHODS; LIMITED MEMORY QUASI-NEWTON METHODS; NONLINEAR OPTIMIZATION PROBLEMS; SEMIDEFINILE PROGRAM; SEMIDEFINITE RELAXATION;

COMPUTATIONAL METHODS;

EID: 1542307068     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10107-002-0353-7     Document Type: Article

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