On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
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Publisher
Heidelberg: Springer
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English
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Heidelberg: Springer
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Contents
The limiting factors of second-order methods for large-scale semidefinite optimization are the storage and factorization of the Newton matrix. For a particular algorithm based on the modified barrier method, we propose to use iterative solvers instead of the routinely used direct factorization techniques. The preconditioned conjugate gradient metho...
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Full title
On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
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TN_cdi_proquest_miscellaneous_1835654665
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_1835654665
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ISSN
0025-5610
E-ISSN
1436-4646
DOI
10.1007/s10107-006-0029-9
