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Initialization in semidefinite programming via a self-dual, skew-symmetric embedding

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  • de Klerk, E.

    (Tilburg University, School of Economics and Management)

  • Roos, C.
  • Terlaky, T.

Abstract

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Suggested Citation

  • de Klerk, E. & Roos, C. & Terlaky, T., 1997. "Initialization in semidefinite programming via a self-dual, skew-symmetric embedding," Other publications TiSEM aa045849-1e10-4f84-96ca-4, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:aa045849-1e10-4f84-96ca-42e2632c7adb
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/845072/initi.pdf
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    References listed on IDEAS

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    1. Sturm, J.F. & Zhang, S., 1995. "Symmetric primal-dual path following algorithms for semidefinite programming," Econometric Institute Research Papers EI 9554-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    2. Yinyu Ye & Michael J. Todd & Shinji Mizuno, 1994. "An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm," Mathematics of Operations Research, INFORMS, vol. 19(1), pages 53-67, February.
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    Cited by:

    1. Kirschner, Felix & de Klerk, Etienne, 2024. "A predictor-corrector algorithm for semidefinite programming that uses the factor width cone," Other publications TiSEM 957e76ec-7f75-4e6e-adc4-c, Tilburg University, School of Economics and Management.
    2. Badenbroek, Riley & Dahl, Joachim, 2020. "An Algorithm for Nonsymmetric Conic Optimization Inspired by MOSEK," Other publications TiSEM bcf7ef05-e4e6-4ce8-b2e9-6, Tilburg University, School of Economics and Management.
    3. Halicka, Margareta, 2002. "Analyticity of the central path at the boundary point in semidefinite programming," European Journal of Operational Research, Elsevier, vol. 143(2), pages 311-324, December.
    4. Ivanov, I.D. & de Klerk, E., 2007. "Parallel Implementation of a Semidefinite Programming Solver based on CSDP in a distributed memory cluster," Discussion Paper 2007-20, Tilburg University, Center for Economic Research.
    5. Ivanov, I.D. & de Klerk, E., 2007. "Parallel Implementation of a Semidefinite Programming Solver based on CSDP in a distributed memory cluster," Other publications TiSEM 9b41ff5e-2808-4d12-a58c-0, Tilburg University, School of Economics and Management.
    6. Terlaky, Tamas, 2001. "An easy way to teach interior-point methods," European Journal of Operational Research, Elsevier, vol. 130(1), pages 1-19, April.
    7. Helmberg, C., 2002. "Semidefinite programming," European Journal of Operational Research, Elsevier, vol. 137(3), pages 461-482, March.
    8. E. de Klerk & C. Roos & T. Terlaky, 1998. "Polynomial Primal-Dual Affine Scaling Algorithms in Semidefinite Programming," Journal of Combinatorial Optimization, Springer, vol. 2(1), pages 51-69, March.
    9. Zsolt Darvay & Petra Renáta Rigó, 2024. "New Predictor–Corrector Algorithm for Symmetric Cone Horizontal Linear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 202(1), pages 50-75, July.
    10. de Klerk, E. & Pasechnik, D.V., 2004. "Products of positive forms, linear matrix inequalities, and Hilbert 17th problem for ternary forms," Other publications TiSEM 90713b98-8cb2-4d0c-981c-8, Tilburg University, School of Economics and Management.
    11. Petra Renáta Rigó & Zsolt Darvay, 2018. "Infeasible interior-point method for symmetric optimization using a positive-asymptotic barrier," Computational Optimization and Applications, Springer, vol. 71(2), pages 483-508, November.
    12. de Klerk, Etienne & Pasechnik, Dmitrii V., 2004. "Products of positive forms, linear matrix inequalities, and Hilbert 17th problem for ternary forms," European Journal of Operational Research, Elsevier, vol. 157(1), pages 39-45, August.

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