Correlative sparsity in primal-dual interior-point methods for LP, SDP, and SOCP

Applied Mathematics and Optimization

Volumn 58, Issue 1, 2008, Pages 69-88

  Kobayashi, Kazuhiro ^a   Kim, Sunyoung ^b   Kojima, Masakazu ^a  

^a TOKYO INSTITUTE OF TECHNOLOGY   (Japan)

^b Ewha Womans University   (South Korea)

Author keywords

Chordal graph; Correlative sparsity; Linear program; Partial separability; Primal dual interior point method; Second order cone program; Semidefinite program

Indexed keywords

CHOLESKY FACTORIZATIONS; CHORDAL GRAPH; COEFFICIENT MATRICES; CORRELATIVE SPARSITY; LARGE-SCALE OPTIMIZATION; LINEAR PROGRAM; LINEAR PROGRAMS; OPTIMIZ ATION PROBLEMS; PARTIAL SEPARABILITY; PRIMAL-DUAL INTERIOR-POINT METHOD; PRIMAL-DUAL INTERIOR-POINT METHODS; SCHUR-COMPLEMENT; SECOND ORDER CONE PROGRAMS; SECOND-ORDER CONE; SECOND-ORDER CONE PROGRAM; SEMI-DEFINITE PROGRAMS; SEMIDEFINITE PROGRAM; SPARSE CHOLESKY;

FACTORIZATION; IDENTIFICATION (CONTROL SYSTEMS); ITERATIVE METHODS; LINEAR EQUATIONS; MATRIX ALGEBRA; OPTIMIZATION; SPACECRAFT;

LINEAR PROGRAMMING;

EID: 49049088376     PISSN: 00954616     EISSN: 14320606     Source Type: Journal    
DOI: 10.1007/s00245-007-9030-9     Document Type: Article

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