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95
SDPT3  a MATLAB software package for semidefinite programming
 OPTIMIZATION METHODS AND SOFTWARE
, 1999
"... This software package is a Matlab implementation of infeasible pathfollowing algorithms for solving standard semidefinite programming (SDP) problems. Mehrotratype predictorcorrector variants are included. Analogous algorithms for the homogeneous formulation of the standard SDP problem are also imp ..."
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Cited by 218 (11 self)
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This software package is a Matlab implementation of infeasible pathfollowing algorithms for solving standard semidefinite programming (SDP) problems. Mehrotratype predictorcorrector variants are included. Analogous algorithms for the homogeneous formulation of the standard SDP problem are also implemented. Four types of search directions are available, namely, the AHO, HKM, NT, and GT directions. A few classes of SDP problems are included as well. Numerical results for these classes show that our algorithms are fairly efficient and robust on problems with dimensions of the order of a few hundreds.
Fast Linear Iterations for Distributed Averaging
 Systems and Control Letters
, 2003
"... We consider the problem of finding a linear iteration that yields distributed averaging consensus over a network, i.e., that asymptotically computes the average of some initial values given at the nodes. When the iteration is assumed symmetric, the problem of finding the fastest converging linear ..."
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Cited by 190 (12 self)
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We consider the problem of finding a linear iteration that yields distributed averaging consensus over a network, i.e., that asymptotically computes the average of some initial values given at the nodes. When the iteration is assumed symmetric, the problem of finding the fastest converging linear iteration can be cast as a semidefinite program, and therefore efficiently and globally solved. These optimal linear iterations are often substantially faster than several common heuristics that are based on the Laplacian of the associated graph.
Semidefinite Programming for Ad Hoc Wireless Sensor Network Localization
, 2004
"... We describe an SDP relaxation based method for the position estimation problem in wireless sensor networks. The optimization problem is set up so as to minimize the error in sensor positions to fit distance measures. Observable gauges are developed to check the quality of the point estimation of sen ..."
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Cited by 170 (12 self)
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We describe an SDP relaxation based method for the position estimation problem in wireless sensor networks. The optimization problem is set up so as to minimize the error in sensor positions to fit distance measures. Observable gauges are developed to check the quality of the point estimation of sensors or to detect erroneous sensors. The performance of this technique is highly satisfactory compared to other techniques. Very few anchor nodes are required to accurately estimate the position of all the unknown nodes in a network. Also the estimation errors are minimal even when the anchor nodes are not suitably placed within the network or the distance measurements are noisy.
A Spectral Bundle Method for Semidefinite Programming
 SIAM Journal on Optimization
, 1997
"... . A central drawback of primaldual interior point methods for semidefinite programs is their lack of ability to exploit problem structure in cost and coefficient matrices. This restricts applicability to problems of small dimension. Typically semidefinite relaxations arising in combinatorial applic ..."
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Cited by 141 (6 self)
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. A central drawback of primaldual interior point methods for semidefinite programs is their lack of ability to exploit problem structure in cost and coefficient matrices. This restricts applicability to problems of small dimension. Typically semidefinite relaxations arising in combinatorial applications have sparse and well structured cost and coefficient matrices of huge order. We present a method that allows to compute acceptable approximations to the optimal solution of large problems within reasonable time. Semidefinite programming problems with constant trace on the primal feasible set are equivalent to eigenvalue optimization problems. These are convex nonsmooth programming problems and can be solved by bundle methods. We propose replacing the traditional polyhedral cutting plane model constructed from subgradient information by a semidefinite model that is tailored for eigenvalue problems. Convergence follows from the traditional approach but a proof is included for completene...
Semidefinite optimization
 Acta Numerica
, 2001
"... Optimization problems in which the variable is not a vector but a symmetric matrix which is required to be positive semidefinite have been intensely studied in the last ten years. Part of the reason for the interest stems from the applicability of such problems to such diverse areas as designing the ..."
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Cited by 107 (2 self)
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Optimization problems in which the variable is not a vector but a symmetric matrix which is required to be positive semidefinite have been intensely studied in the last ten years. Part of the reason for the interest stems from the applicability of such problems to such diverse areas as designing the strongest column, checking the stability of a differential inclusion, and obtaining tight bounds for hard combinatorial optimization problems. Part also derives from great advances in our ability to solve such problems efficiently in theory and in practice (perhaps “or ” would be more appropriate: the most effective computational methods are not always provably efficient in theory, and vice versa). Here we describe this class of optimization problems, give a number of examples demonstrating its significance, outline its duality theory, and discuss algorithms for solving such problems.
A Nonlinear Programming Algorithm for Solving Semidefinite Programs via Lowrank Factorization
 Mathematical Programming (series B
, 2001
"... In this paper, we present a nonlinear programming algorithm for solving semidefinite programs (SDPs) in standard form. The algorithm's distinguishing feature is a change of variables that replaces the symmetric, positive semidefinite variable X of the SDP with a rectangular variable R according to t ..."
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Cited by 104 (9 self)
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In this paper, we present a nonlinear programming algorithm for solving semidefinite programs (SDPs) in standard form. The algorithm's distinguishing feature is a change of variables that replaces the symmetric, positive semidefinite variable X of the SDP with a rectangular variable R according to the factorization X = RR T . The rank of the factorization, i.e., the number of columns of R, is chosen minimally so as to enhance computational speed while maintaining equivalence with the SDP. Fundamental results concerning the convergence of the algorithm are derived, and encouraging computational results on some largescale test problems are also presented. Keywords: semidefinite programming, lowrank factorization, nonlinear programming, augmented Lagrangian, limited memory BFGS. 1 Introduction In the past few years, the topic of semidefinite programming, or SDP, has received considerable attention in the optimization community, where interest in SDP has included the investigation of...
Fastest Mixing Markov Chain on A Graph
 SIAM REVIEW
, 2003
"... We consider a symmetric random walk on a connected graph, where each edge is labeled with the probability of transition between the two adjacent vertices. The associated Markov chain has a uniform equilibrium distribution; the rate of convergence to this distribution, i.e. the mixing rate of the Mar ..."
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Cited by 90 (15 self)
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We consider a symmetric random walk on a connected graph, where each edge is labeled with the probability of transition between the two adjacent vertices. The associated Markov chain has a uniform equilibrium distribution; the rate of convergence to this distribution, i.e. the mixing rate of the Markov chain, is determined by the second largest (in magnitude) eigenvalue of the transition matrix. In this paper we address the problem of assigning probabilities to the edges of the graph in such a way as to minimize the second largest magnitude eigenvalue, i.e., the problem of finding the fastest mixing Markov chain on the graph. We show that
Semidefinite programming based algorithms for sensor network localization
 ACM Transactions on Sensor Networks
, 2006
"... An SDP relaxation based method is developed to solve the localization problem in sensor networks using incomplete and inaccurate distance information. The problem is set up to find a set of sensor positions such that given distance constraints are satisfied. The nonconvex constraints in the formulat ..."
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Cited by 65 (4 self)
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An SDP relaxation based method is developed to solve the localization problem in sensor networks using incomplete and inaccurate distance information. The problem is set up to find a set of sensor positions such that given distance constraints are satisfied. The nonconvex constraints in the formulation are then relaxed in order to yield a semidefinite program which can be solved efficiently. The basic model is extended in order to account for noisy distance information. In particular, a maximum likelihood based formulation and an interval based formulation are discussed. The SDP solution can then also be used as a starting point for steepest descent based local optimization techniques that can further refine the SDP solution. We also describe the extension of the basic method to develop an iterative distributed SDP method for solving very large scale semidefinite programs that arise out of localization problems for large dense networks and are intractable using centralized methods. The performance evaluation of the technique with regard to estimation accuracy and computation time is also presented by the means of extensive simulations. Our SDP scheme also seems to be applicable to solving other Euclidean geometry problems where points are locally connected.
Exploiting Sparsity in Semidefinite Programming via Matrix Completion I: General Framework
 SIAM JOURNAL ON OPTIMIZATION
, 1999
"... A critical disadvantage of primaldual interiorpoint methods against dual interiorpoint methods for large scale SDPs (semidefinite programs) has been that the primal positive semidefinite variable matrix becomes fully dense in general even when all data matrices are sparse. Based on some fundamenta ..."
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Cited by 62 (27 self)
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A critical disadvantage of primaldual interiorpoint methods against dual interiorpoint methods for large scale SDPs (semidefinite programs) has been that the primal positive semidefinite variable matrix becomes fully dense in general even when all data matrices are sparse. Based on some fundamental results about positive semidefinite matrix completion, this article proposes a general method of exploiting the aggregate sparsity pattern over all data matrices to overcome this disadvantage. Our method is used in two ways. One is a conversion of a sparse SDP having a large scale positive semidefinite variable matrix into an SDP having multiple but smaller size positive semidefinite variable matrices to which we can effectively apply any interiorpoint method for SDPs employing a standard blockdiagonal matrix data structure. The other way is an incorporation of our method into primaldual interiorpoint methods which we can apply directly to a given SDP. In Part II of this article, we wi...