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Abstract:
We design infeasible potential reduction algorithms for primal semidefinite programming (SDP) problems that simultaneously seek feasibility and optimality. The algorithms are based on those in [Anstreicher, Math. Prog. 52 (1991), pp.429-439] and [Todd, Math. Prog. 59 (1993), pp.133-150] for linear programming. Because a dual algorithm is expected to be computationally advantageous for large sparse problems, we also propose a dual infeasible potential reduction algorithm for dual SDP problems. We analyze the convergence of the algorithms, and implement them to compare their relative performance.
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PACIFIC JOURNAL OF OPTIMIZATION
ISSN: 1348-9151
Year: 2012
Issue: 4
Volume: 8
Page: 725-753
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JCR@2022
ESI Discipline: ENGINEERING;
JCR Journal Grade:3
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 8
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