An Interior Point Method for Solving Semidefinite Programs Using Cutting Planes and Weighted Analytic Centers
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-21, 21 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-09-06
Country of Publication
Egypt
No. of Pages
21
Main Subjects
Abstract EN
We investigate solving semidefinite programs (SDPs) with an interior point method called SDP-CUT, which utilizes weighted analytic centers and cutting plane constraints.
SDP-CUT iteratively refines the feasible region to achieve the optimal solution.
The algorithm uses Newton’s method to compute the weighted analytic center.
We investigate different stepsize determining techniques.
We found that using Newton's method with exact line search is generally the best implementation of the algorithm.
We have also compared our algorithm to the SDPT3 method and found that SDP-CUT initially gets into the neighborhood of the optimal solution in less iterations on all our test problems.
SDP-CUT also took less iterations to reach optimality on many of the problems.
However, SDPT3 required less iterations on most of the test problems and less time on all the problems.
Some theoretical properties of the convergence of SDP-CUT are also discussed.
American Psychological Association (APA)
Machacek, John& Jibrin, Shafiu. 2012. An Interior Point Method for Solving Semidefinite Programs Using Cutting Planes and Weighted Analytic Centers. Journal of Applied Mathematics،Vol. 2012, no. 2012, pp.1-21.
https://search.emarefa.net/detail/BIM-993873
Modern Language Association (MLA)
Machacek, John& Jibrin, Shafiu. An Interior Point Method for Solving Semidefinite Programs Using Cutting Planes and Weighted Analytic Centers. Journal of Applied Mathematics No. 2012 (2012), pp.1-21.
https://search.emarefa.net/detail/BIM-993873
American Medical Association (AMA)
Machacek, John& Jibrin, Shafiu. An Interior Point Method for Solving Semidefinite Programs Using Cutting Planes and Weighted Analytic Centers. Journal of Applied Mathematics. 2012. Vol. 2012, no. 2012, pp.1-21.
https://search.emarefa.net/detail/BIM-993873
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-993873