Lagrangian Dual Interior-Point Methods for Semidefinite Programs

  • Authors:

  • Mituhiro Fukuda;Masakazu Kojima;Masayuki Shida

  • Affiliations:

  • -;-;-

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 2002

Quantified Score

Hi-index 0.00

Visualization

Abstract

This paper proposes a new predictor-corrector interior-point method for a class of semidefinite programs, which numerically traces the central trajectory in a space of Lagrange multipliers. The distinguishing features of the method are full use of the BFGS quasi-Newton method in the corrector procedure and an application of the conjugate gradient method with an effective preconditioning matrix induced from the BFGS quasi-Newton method in the predictor procedure. Some preliminary numerical results are reported.