A numerical feasible interior point method for linear semidefinite programs

被引：10

作者：

Benterki, Djamel ^{[1
]}

Crouzeix, Jean-Pierre

Merikhi, Bachir

机构：

[1] Univ Ferhat Abbas, Fac Sci, Dept Math, Setif 19000, Algeria

[2] Univ Clermont Ferrand, LIMOS, F-63177 Aubiere, France

来源：

RAIRO-OPERATIONS RESEARCH | 2007年 / 41卷 / 01期

关键词：

linear programming; semidefinite programming; interior point methods;

D O I：

10.1051/ro:2007006

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper presents a feasible primal algorithm for linear semidefinite programming. The algorithm starts with a strictly feasible solution, but in case where no such a solution is known, an application of the algorithm to an associate problem allows to obtain one. Finally, we present some numerical experiments which show that the algorithm works properly.

引用

页码：49 / 59

页数：11

共 50 条

[1] A feasible primal-dual interior point method for linear semidefinite programming
Touil, Imene
Benterki, Djamel
Yassine, Adnan
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2017, 312 : 216 - 230
[2] Avoiding numerical cancellation in the interior point method for solving semidefinite programs
Sturm, JF
MATHEMATICAL PROGRAMMING, 2003, 95 (02) : 219 - 247
[3] Avoiding numerical cancellation in the interior point method for solving semidefinite programs
Jos F. Sturm
Mathematical Programming, 2003, 95 : 219 - 247
[4] A Primal Interior Point Method for the Linear Semidefinite Programming Problem
Babynin, M. S.
Zhadan, V. G.
COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS, 2008, 48 (10) : 1746 - 1767
[5] A primal interior point method for the linear semidefinite programming problem
M. S. Babynin
V. G. Zhadan
Computational Mathematics and Mathematical Physics, 2008, 48
[6] An Interior Method for Nonconvex Semidefinite Programs
Jarre, Florian
OPTIMIZATION AND ENGINEERING, 2000, 1 (04) : 347 - 372
[7] An Interior Method for Nonconvex Semidefinite Programs
Florian Jarre
Optimization and Engineering, 2000, 1 : 347 - 372
[8] A feasible direction interior point algorithm for nonlinear semidefinite programming
Miguel Aroztegui
José Herskovits
Jean Rodolphe Roche
Elmer Bazán
Structural and Multidisciplinary Optimization, 2014, 50 : 1019 - 1035
[9] A feasible direction interior point algorithm for nonlinear semidefinite programming
Aroztegui, Miguel
Herskovits, Jose
Roche, Jean Rodolphe
Bazan, Elmer
STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION, 2014, 50 (06) : 1019 - 1035
[10] Numerical solution of special linear and quadratic programs via a parallel interior-point method
Durazzi, C
Ruggiero, V
PARALLEL COMPUTING, 2003, 29 (04) : 485 - 503

← 1 2 3 4 5 →