PENNON A Generalized Augmented Lagrangian Method for Semidefinite Programming
نویسندگان
چکیده
This article describes a generalization of the PBM method by Ben-Tal and Zibulevsky to convex semidefinite programming problems. The algorithm used is a generalized version of the Augmented Lagrangian method. We present details of this algorithm as implemented in a new code PENNON. The code can also solve second-order conic programming (SOCP) problems, as well as problems with a mixture of SDP, SOCP and NLP constraints. Results of extensive numerical tests and comparison with other SDP codes are presented.
منابع مشابه
PENNON: A code for convex nonlinear and semidefinite programming
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تاریخ انتشار 2003