An extension of a variant of a predictor-corrector primal-dual method from linear programming to semidefinite programming

Bibliographic Details
Main Author: Bastos,F.
Publication Date: 2005
Other Authors: Teixeira,A.
Format: Article
Language: eng
Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Download full: http://scielo.pt/scielo.php?script=sci_arttext&pid=S0874-51612005000200006
Summary: We extend a variant of a predictor-corrector primal-dual method for Linear Programming to Semidefinite Programming. Two versions are proposed. One of the versions uses the HKM direction and the other the NT direction. We present the algorithms associated with these versions and the computational experience using the SDPLIB 1.2 collection of Semidefinite Programming test problems. We show that, in general, the algorithm using the HKM direction is the best and is also better than the one relative to the classical method.
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spelling An extension of a variant of a predictor-corrector primal-dual method from linear programming to semidefinite programmingSemidefinite Programmingpredictor-corrector interior point variantHKM directionNT directionWe extend a variant of a predictor-corrector primal-dual method for Linear Programming to Semidefinite Programming. Two versions are proposed. One of the versions uses the HKM direction and the other the NT direction. We present the algorithms associated with these versions and the computational experience using the SDPLIB 1.2 collection of Semidefinite Programming test problems. We show that, in general, the algorithm using the HKM direction is the best and is also better than the one relative to the classical method.APDIO - Associação Portuguesa de Investigação Operacional2005-01-01info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articletext/htmlhttp://scielo.pt/scielo.php?script=sci_arttext&pid=S0874-51612005000200006Investigação Operacional v.25 n.2 2005reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAPenghttp://scielo.pt/scielo.php?script=sci_arttext&pid=S0874-51612005000200006Bastos,F.Teixeira,A.info:eu-repo/semantics/openAccess2024-02-06T17:14:07Zoai:scielo:S0874-51612005000200006Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T13:02:26.065445Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv An extension of a variant of a predictor-corrector primal-dual method from linear programming to semidefinite programming
title An extension of a variant of a predictor-corrector primal-dual method from linear programming to semidefinite programming
spellingShingle An extension of a variant of a predictor-corrector primal-dual method from linear programming to semidefinite programming
Bastos,F.
Semidefinite Programming
predictor-corrector interior point variant
HKM direction
NT direction
title_short An extension of a variant of a predictor-corrector primal-dual method from linear programming to semidefinite programming
title_full An extension of a variant of a predictor-corrector primal-dual method from linear programming to semidefinite programming
title_fullStr An extension of a variant of a predictor-corrector primal-dual method from linear programming to semidefinite programming
title_full_unstemmed An extension of a variant of a predictor-corrector primal-dual method from linear programming to semidefinite programming
title_sort An extension of a variant of a predictor-corrector primal-dual method from linear programming to semidefinite programming
author Bastos,F.
author_facet Bastos,F.
Teixeira,A.
author_role author
author2 Teixeira,A.
author2_role author
dc.contributor.author.fl_str_mv Bastos,F.
Teixeira,A.
dc.subject.por.fl_str_mv Semidefinite Programming
predictor-corrector interior point variant
HKM direction
NT direction
topic Semidefinite Programming
predictor-corrector interior point variant
HKM direction
NT direction
description We extend a variant of a predictor-corrector primal-dual method for Linear Programming to Semidefinite Programming. Two versions are proposed. One of the versions uses the HKM direction and the other the NT direction. We present the algorithms associated with these versions and the computational experience using the SDPLIB 1.2 collection of Semidefinite Programming test problems. We show that, in general, the algorithm using the HKM direction is the best and is also better than the one relative to the classical method.
publishDate 2005
dc.date.none.fl_str_mv 2005-01-01
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://scielo.pt/scielo.php?script=sci_arttext&pid=S0874-51612005000200006
url http://scielo.pt/scielo.php?script=sci_arttext&pid=S0874-51612005000200006
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv http://scielo.pt/scielo.php?script=sci_arttext&pid=S0874-51612005000200006
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv APDIO - Associação Portuguesa de Investigação Operacional
publisher.none.fl_str_mv APDIO - Associação Portuguesa de Investigação Operacional
dc.source.none.fl_str_mv Investigação Operacional v.25 n.2 2005
reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
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