A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization

In this paper, we present a nonlinear programming algorithm for solving semidefinite programs (SDPs) in standard form. The algorithm's distinguishing feature is a change of variables that replaces the symmetric, positive semidefinite variable X of the SDP with a rectangular variable R according...

Celý popis

Uloženo v:

Podrobná bibliografie
Vydáno v:	Mathematical programming Ročník 95; číslo 2; s. 329 - 357
Hlavní autoři:	Burer, Samuel, Monteiro, Renato D.C.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Heidelberg Springer 01.02.2003 Springer Nature B.V
Témata:	Algorithms Applied sciences Digital Object Identifier Exact sciences and technology Mathematical programming Methods Operational research and scientific management Operational research. Management science Optimization Optimization techniques Semidefinite programming Sparsity Variables semidefinite programming Lagrangian nonlinear programming Semi definite programming limited memory BFGS Matrix factorization Non linear programming augmented Lagrangian low-rank factorization Mathematical programming Large scale system
ISSN:	0025-5610, 1436-4646
On-line přístup:	Získat plný text
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!

Buďte první, kdo okomentuje tento záznam!