Primal-dual interior-point methods for semidefinite programming: numerical experience with block-diagonal problems

Madhu V. Nayakkankuppam, Michael L. Overton

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this paper, we briefly describe two interior-point algorithms for semidefinite programming. At each iteration, both these algorithms compute search directions by solving a linear system. We discuss some preliminary experiments for moderately sized, block diagonal semidefinite programs, comparing direct and iterative methods for solving the linear systems.

Original languageEnglish (US)
Title of host publicationProceedings of the IEEE International Symposium on Computer-Aided Control System Design
Editors Anon
Pages235-239
Number of pages5
StatePublished - 1996
EventProceedings of the 1996 IEEE International Symposium on Computer-Aided Control System Design - Dearborn, MI, USA
Duration: Sep 15 1996Sep 18 1996

Other

OtherProceedings of the 1996 IEEE International Symposium on Computer-Aided Control System Design
CityDearborn, MI, USA
Period9/15/969/18/96

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ASJC Scopus subject areas

  • Computer Science(all)
  • Engineering(all)

Cite this

Nayakkankuppam, M. V., & Overton, M. L. (1996). Primal-dual interior-point methods for semidefinite programming: numerical experience with block-diagonal problems. In Anon (Ed.), Proceedings of the IEEE International Symposium on Computer-Aided Control System Design (pp. 235-239)