We propose a new interior point based method to minimize a linear function of a matrix variable subject to linear equality and inequality constraints over the set of positive semidefinite matrices. We present a theoretical convergence analysis, and show that the approach is very efficient for graph bisection problems, such as max-cut. The approach can also be applied to max-min eigenvalue problems
The main aim of this work is to provide some basis for the development of interior point algorithms ...
The semidefinite programming has various important applications to combinato-rial optimization. This...
Given a nonnegative, symmetric matrix of weights, H, we study the problem of finding an Hermitian, p...
In Semidefinite programming one minimizes a linear function sub-ject to the constraint that an affin...
In semidefinite programming one minimizes a linear function subject to the constraint that an affine...
Recently, the authors of this paper introduced a nonlinear transformation to convert the positive de...
ABSTRACT. Consider the diagonal entries dj, j = 1, 2,..., n, of the matrix D in an LDLT factorizatio...
This paper presents a feasible primal algorithm for linear semidefinite programming. The algorithm s...
This paper is concerned with an algorithm proposed by Alizadeh for linear semidefinite programming. ...
In Part I of this series of papers, we have introduced transformations which convert a large class o...
We present a dual-scaling interior-point algorithm and show how it exploits the structure and sparsi...
During the last fifteen years we have witnessed an explosive development in the area of optimization...
Given a nonnegative, symmetric matrix of weights, H , we study the problem of finding an Hermitian, ...
We describe an implementation of nonsymmetric interior-point methods for linear cone programs define...
The semidefinite programming is an optimization approach where optimization problems are formulated ...
The main aim of this work is to provide some basis for the development of interior point algorithms ...
The semidefinite programming has various important applications to combinato-rial optimization. This...
Given a nonnegative, symmetric matrix of weights, H, we study the problem of finding an Hermitian, p...
In Semidefinite programming one minimizes a linear function sub-ject to the constraint that an affin...
In semidefinite programming one minimizes a linear function subject to the constraint that an affine...
Recently, the authors of this paper introduced a nonlinear transformation to convert the positive de...
ABSTRACT. Consider the diagonal entries dj, j = 1, 2,..., n, of the matrix D in an LDLT factorizatio...
This paper presents a feasible primal algorithm for linear semidefinite programming. The algorithm s...
This paper is concerned with an algorithm proposed by Alizadeh for linear semidefinite programming. ...
In Part I of this series of papers, we have introduced transformations which convert a large class o...
We present a dual-scaling interior-point algorithm and show how it exploits the structure and sparsi...
During the last fifteen years we have witnessed an explosive development in the area of optimization...
Given a nonnegative, symmetric matrix of weights, H , we study the problem of finding an Hermitian, ...
We describe an implementation of nonsymmetric interior-point methods for linear cone programs define...
The semidefinite programming is an optimization approach where optimization problems are formulated ...
The main aim of this work is to provide some basis for the development of interior point algorithms ...
The semidefinite programming has various important applications to combinato-rial optimization. This...
Given a nonnegative, symmetric matrix of weights, H, we study the problem of finding an Hermitian, p...