Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones

We describe an implementation of nonsymmetric interior-point methods for linear cone programs defined by two types of matrix cones: the cone of positive semidefinite matrices with a given chordal sparsity pattern and its dual cone, the cone of chordal sparse matrices that have a positive semidefinit...

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Bibliographic Details

Published in:	Mathematical programming computation Vol. 2; no. 3-4; pp. 167 - 201
Main Authors:	Andersen, Martin S., Dahl, Joachim, Vandenberghe, Lieven
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer-Verlag 01.12.2010
Subjects:	Full Length Paper Mathematics Mathematics and Statistics Mathematics of Computing Operations Research/Decision Theory Optimization Theory of Computation 90C25 Mathematical Programming - convex programming 90-08 Mathematical Programming - computational methods 90C06 Mathematical Programming - large-scale 90C22 Mathematical Programming - semidefinite programing 90C51 Mathematical Programming - interior-point methods
ISSN:	1867-2949, 1867-2957
Online Access:	Get full text
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