Name
Abstract | ||
|---|---|---|
We revisit a regularization technique of Mészáros for handling free variables within interior-point methods for conic linear optimization. We propose a simple computational strategy, supported by a global convergence analysis, for handling the regularization. Using test problems from benchmark suites and recent applications, we demonstrate that the modern code SDPT3 modified to incorporate the proposed regularization is able to achieve the same or significantly better accuracy over standard options of splitting variables, using a quadratic cone, and solving indefinite systems. |
Year | DOI | Venue |
|---|---|---|
2007 | 10.1137/06066847X | SIAM Journal on Optimization |
Keywords | Field | DocType |
semideflnite programming,conic linear optimization,free variables,interior-point method,modern code,better accuracy,infeasible primal-dual path-following algorithm,proposed regularization,regularization.,regularization technique,global convergence analysis,free variable,benchmark suite,indefinite system,equality constraints,interior-point methods,regularization,linear optimization,semidefinite programming,interior point method | Convergence (routing),Mathematical optimization,Free variables and bound variables,Quadratic equation,Regularization (mathematics),Linear programming,Conic section,Interior point method,Semidefinite programming,Mathematics | Journal |
Volume | Issue | ISSN |
18 | 4 | 1052-6234 |
Citations | PageRank | References |
5 | 0.43 | 18 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Miguel F. Anjos | 1 | 337 | 32.09 |
| Samuel Burer | 2 | 1148 | 73.09 |