Lagrangian Dual Interior-Point Methods for Semidefinite Programs Export

@article{citeulike:5781692, abstract = {This paper proposes a new predictor-corrector interior-point method for a class of semidefinite programs, which numerically traces the central trajectory in a space of Lagrange multipliers. The distinguishing features of the method are full use of the BFGS quasi-Newton method in the corrector procedure and an application of the conjugate gradient method with an effective preconditioning matrix induced from the BFGS quasi-Newton method in the predictor procedure. Some preliminary numerical results are reported.}, address = {Philadelphia, PA, USA}, author = {Fukuda, Mituhiro and Kojima, Masakazu and Shida, Masayuki}, citeulike-article-id = {5781692}, citeulike-linkout-0 = {http://portal.acm.org/citation.cfm?id=589006}, citeulike-linkout-1 = {http://dx.doi.org/10.1137/S1052623401387349}, doi = {10.1137/S1052623401387349}, issn = {1052-6234}, journal = {SIAM J. on Optimization}, keywords = {pcg, sdp}, number = {4}, pages = {1007--1031}, posted-at = {2009-09-14 18:22:37}, priority = {2}, publisher = {Society for Industrial and Applied Mathematics}, title = {Lagrangian Dual Interior-Point Methods for Semidefinite Programs}, url = {http://dx.doi.org/10.1137/S1052623401387349}, volume = {12}, year = {2002} }

TY - JOUR ID - citeulike:5781692 L3 - citeulike-article-id:5781692 N2 - This paper proposes a new predictor-corrector interior-point method for a class of semidefinite programs, which numerically traces the central trajectory in a space of Lagrange multipliers. The distinguishing features of the method are full use of the BFGS quasi-Newton method in the corrector procedure and an application of the conjugate gradient method with an effective preconditioning matrix induced from the BFGS quasi-Newton method in the predictor procedure. Some preliminary numerical results are reported. IS - 4 JF - SIAM J. on Optimization SN - 1052-6234 AD - Philadelphia, PA, USA EP - 1031 TI - Lagrangian Dual Interior-Point Methods for Semidefinite Programs PB - Society for Industrial and Applied Mathematics VL - 12 SP - 1007 KW - pcg KW - sdp AU - Fukuda, Mituhiro AU - Kojima, Masakazu AU - Shida, Masayuki PY - 2002/// UR - http://dx.doi.org/10.1137/S1052623401387349 ER -