Arbeitspapier

Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming

In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming.We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefiniteprogramming, resulting in a new algorithm. Compared to other primal--dual affine scaling algorithms for semidefiniteprogramming (see, De Klerk, Roos and Terlaky), our algorithm enjoys the lowest computationalcomplexity.

Language: Englisch

Bibliographic citation: Series: Tinbergen Institute Discussion Paper ; No. 97-025/4

Classification: Wirtschaft

Subject: Semidefinite Programming
Affine Scaling
Primal-Dual Interior Point Methods
Mathematische Optimierung
Theorie

Event: Geistige Schöpfung

(who): Berkelaar, Arjan B.
Sturm, Jos F.
Zhang, Shuzhong

Event: Veröffentlichung

(who): Tinbergen Institute

(where): Amsterdam and Rotterdam

(when): 1997

Handle: http://hdl.handle.net/10419/85612

Last update: 10.03.2025, 11:43 AM CET

Data provider

This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.

Show original at data provider

Object type

Arbeitspapier

Associated

Berkelaar, Arjan B.
Sturm, Jos F.
Zhang, Shuzhong
Tinbergen Institute

Time of origin

1997

Other Objects (12)

SONC Cone : Primal and Dual Perspectives

Bregman primal–dual first-order method and application to sparse semidefinite programming

On representing the positive semidefinite cone using the second-order cone

Markovian lifts of positive semidefinite affine Volterra-type processes

Solving clustered low-rank semidefinite programs arising from polynomial optimization

Polyhedral approximations of the semidefinite cone and their application

A Primal-Dual Augmented Lagrangian Method for the Solution of Convex Semidefinite Programming Problems

LP-based tractable subcones of the semidefinite plus nonnegative cone

Almost Bieberbach groups: affine and polynomial structures

Flexible affine cones and flexible coverings

Hochschulschrift

Symmetries in semidefinite and polynomial optimization: relaxations, combinatorics, and the degree principle

SONC Cone : Primal and Dual Perspectives

Bregman primal–dual first-order method and application to sparse semidefinite programming

On representing the positive semidefinite cone using the second-order cone

Markovian lifts of positive semidefinite affine Volterra-type processes

Solving clustered low-rank semidefinite programs arising from polynomial optimization

Polyhedral approximations of the semidefinite cone and their application

A Primal-Dual Augmented Lagrangian Method for the Solution of Convex Semidefinite Programming Problems

LP-based tractable subcones of the semidefinite plus nonnegative cone

Almost Bieberbach groups: affine and polynomial structures

Flexible affine cones and flexible coverings

Hochschulschrift

Symmetries in semidefinite and polynomial optimization: relaxations, combinatorics, and the degree principle

SONC Cone : Primal and Dual Perspectives

Bregman primal–dual first-order method and application to sparse semidefinite programming

On representing the positive semidefinite cone using the second-order cone

Markovian lifts of positive semidefinite affine Volterra-type processes

Solving clustered low-rank semidefinite programs arising from polynomial optimization

Polyhedral approximations of the semidefinite cone and their application

A Primal-Dual Augmented Lagrangian Method for the Solution of Convex Semidefinite Programming Problems

LP-based tractable subcones of the semidefinite plus nonnegative cone

Almost Bieberbach groups: affine and polynomial structures

Flexible affine cones and flexible coverings

Hochschulschrift

Symmetries in semidefinite and polynomial optimization: relaxations, combinatorics, and the degree principle

Cultural heritage institutions wishing to register will find more information here.

Fields marked * need to be filled in.

Username*

Please enter your username

Email*

Please enter your email address

Please do not fill this field

First name

Last name

Password*

Please enter your password

Confirm password*

Please enter the same password

I have read the terms of use and the privacy policy for the collection of personal data and accept them. *

This field is required.

I would like to subscribe to the newsletter of the Deutsche Digitale Bibliothek. See newsletter subscription info.

Account created

Your "My DDB" account has been successfully created. Before you can log in to your account, you must click the confirmation link in the message we just sent to the email address you provided.

Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming

Object Details

References and Relationships

Classification and Topics

Contributors, Places and Time

Further information

Data provider

Object type

Associated

Time of origin

Other Objects (12)

SONC Cone : Primal and Dual Perspectives

Bregman primal–dual first-order method and application to sparse semidefinite programming

On representing the positive semidefinite cone using the second-order cone

Markovian lifts of positive semidefinite affine Volterra-type processes

Solving clustered low-rank semidefinite programs arising from polynomial optimization

Polyhedral approximations of the semidefinite cone and their application

A Primal-Dual Augmented Lagrangian Method for the Solution of Convex Semidefinite Programming Problems

LP-based tractable subcones of the semidefinite plus nonnegative cone

Almost Bieberbach groups: affine and polynomial structures

Flexible affine cones and flexible coverings

Flexible affine cones and flexible coverings

Symmetries in semidefinite and polynomial optimization: relaxations, combinatorics, and the degree principle

SONC Cone : Primal and Dual Perspectives

Bregman primal–dual first-order method and application to sparse semidefinite programming

On representing the positive semidefinite cone using the second-order cone

Markovian lifts of positive semidefinite affine Volterra-type processes

Solving clustered low-rank semidefinite programs arising from polynomial optimization

Polyhedral approximations of the semidefinite cone and their application

A Primal-Dual Augmented Lagrangian Method for the Solution of Convex Semidefinite Programming Problems

LP-based tractable subcones of the semidefinite plus nonnegative cone

Almost Bieberbach groups: affine and polynomial structures

Flexible affine cones and flexible coverings

Flexible affine cones and flexible coverings

Symmetries in semidefinite and polynomial optimization: relaxations, combinatorics, and the degree principle

SONC Cone : Primal and Dual Perspectives

Bregman primal–dual first-order method and application to sparse semidefinite programming

On representing the positive semidefinite cone using the second-order cone

Markovian lifts of positive semidefinite affine Volterra-type processes

Solving clustered low-rank semidefinite programs arising from polynomial optimization

Polyhedral approximations of the semidefinite cone and their application

A Primal-Dual Augmented Lagrangian Method for the Solution of Convex Semidefinite Programming Problems

LP-based tractable subcones of the semidefinite plus nonnegative cone

Almost Bieberbach groups: affine and polynomial structures

Flexible affine cones and flexible coverings

Flexible affine cones and flexible coverings

Symmetries in semidefinite and polynomial optimization: relaxations, combinatorics, and the degree principle

Related objects

Reset password