Name
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. |
Year | DOI | Venue |
|---|---|---|
2002 | 10.1137/S1052623401387349 | SIAM Journal on Optimization |
Keywords | Field | DocType |
lagrangian dual interior-point methods,semidefinite programs,bfgs quasi-newton method,lagrangian dual,predictor procedure,conjugate gradient method.,conjugate gradient method,lagrange multiplier,effective preconditioning matrix,linear program over convex cones,distinguishing feature,primal-dual interior-point method,central trajectory,new predictor-corrector interior-point method,semidefinite program,corrector procedure,predictor-corrector method,second- order cone program,full use,predictor corrector method,convex cone,interior point method,quasi newton method,linear program | Conjugate gradient method,Mathematical optimization,Quasi-Newton method,Matrix (mathematics),Mathematical analysis,Lagrange multiplier,Interior point method,Predictor–corrector method,Broyden–Fletcher–Goldfarb–Shanno algorithm,Trajectory,Mathematics | Journal |
Volume | Issue | ISSN |
12 | 4 | 1052-6234 |
Citations | PageRank | References |
7 | 0.77 | 14 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Mituhiro Fukuda | 1 | 197 | 18.59 |
| Masakazu Kojima | 2 | 1603 | 222.51 |
| Masayuki Shida | 3 | 120 | 12.89 |