Name
Title | ||
|---|---|---|
A Polynomial Time Constraint-Reduced Algorithm for Semidefinite Optimization Problems |
Abstract | ||
|---|---|---|
We present an infeasible primal-dual interior point method for semidefinite optimization problems, making use of constraint reduction. We show that the algorithm is globally convergent and has polynomial complexity, the first such complexity result for primal-dual constraint reduction algorithms for any class of problems. Our algorithm is a modification of one with no constraint reduction due to Potra and Sheng (1998) and can be applied whenever the data matrices are block diagonal. It thus solves as special cases any optimization problem that is a linear, convex quadratic, convex quadratically constrained, or second-order cone problem. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1007/s10957-015-0714-z | Journal of Optimization Theory and Applications |
Keywords | Field | DocType |
Semidefinite programming, Interior point methods, Constraint reduction, Primal dual infeasible, Polynomial complexity, 90C22, 65K05, 90C51 | Second-order cone programming,Mathematical optimization,Quadratically constrained quadratic program,L-reduction,Algorithm,Conic optimization,Interior point method,Semidefinite programming,Linear matrix inequality,Mathematics,Binary constraint | Journal |
Volume | Issue | ISSN |
166 | 2 | 1573-2878 |
Citations | PageRank | References |
2 | 0.38 | 19 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Sungwoo Park | 1 | 233 | 22.06 |
| O'Leary, Dianne P. | 2 | 1064 | 222.93 |