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Solving semidefinite-quadratic-linear programs using SDPT3 (2003)
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| Venue: | MATHEMATICAL PROGRAMMING |
| Citations: | 233 - 17 self |
BibTeX
@ARTICLE{Tütüncü03solvingsemidefinite-quadratic-linear,
author = {R. H. Tütüncü and K. C. Toh and M. J. Todd},
title = {Solving semidefinite-quadratic-linear programs using SDPT3},
journal = {MATHEMATICAL PROGRAMMING},
year = {2003},
volume = {95},
pages = {189--217}
}
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Abstract
This paper discusses computational experiments with linear optimization problems involving semidefinite, quadratic, and linear cone constraints (SQLPs). Many test problems of this type are solved using a new release of SDPT3, a Matlab implementation of infeasible primal-dual path-following algorithms. The software developed by the authors uses Mehrotratype predictor-corrector variants of interior-point methods and two types of search directions: the HKM and NT directions. A discussion of implementation details is provided and computational results on problems from the SDPLIB and DIMACS Challenge collections are reported.
Keyphrases
semidefinite-quadratic-linear program computational experiment matlab implementation search direction implementation detail computational result mehrotratype predictor-corrector variant infeasible primal-dual path-following algorithm linear cone constraint new release many test problem dimacs challenge collection linear optimization problem nt direction interior-point method
