• DocumentCode
    1648266
  • Title

    Primal-dual interior-point methods for semidefinite programming: numerical experience with block-diagonal problems

  • Author

    Nayakkankuppam, Madhu V. ; Overton, Michael L.

  • Author_Institution
    Dept. of Comput. Sci., Courant Inst. of Math. Sci., New York, NY, USA
  • fYear
    1996
  • Firstpage
    235
  • Lastpage
    239
  • Abstract
    In this paper, we briefly describe two interior-point algorithms for semidefinite programming. At each iteration, both these algorithms compute search directions by solving a linear system. We discuss some preliminary experiments for moderately sized, block diagonal semidefinite programs, comparing direct and iterative methods for solving the linear systems
  • Keywords
    linear programming; block-diagonal matrix; control theory; iterative method; linear systems; primal-dual interior-point; semidefinite programming; Computer science; Control theory; Iterative algorithms; Iterative methods; Jacobian matrices; Linear programming; Linear systems; Mathematical programming; Sufficient conditions; Symmetric matrices;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computer-Aided Control System Design, 1996., Proceedings of the 1996 IEEE International Symposium on
  • Conference_Location
    Dearborn, MI
  • Print_ISBN
    0-7803-3032-3
  • Type

    conf

  • DOI
    10.1109/CACSD.1996.555289
  • Filename
    555289