An Interior Point Method for Solving Semidefinite Programs Using Cutting Planes and Weighted Analytic Centers
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...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Wiley
2012-01-01
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| coleção: | Journal of Applied Mathematics |
| Acesso em linha: | http://dx.doi.org/10.1155/2012/946893 |
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