Computational enhancements in low-rank semidefinite programming
نویسندگان
چکیده
We discuss computational enhancements for the low-rank semidefinite programming algorithm, including the extension to block semidefinite programs, an exact linesearch procedure, and a dynamic rank reduction scheme. A truncated Newton method is also introduced, and several preconditioning strategies are proposed. Numerical experiments illustrating these enhancements are provided.
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عنوان ژورنال:
- Optimization Methods and Software
دوره 21 شماره
صفحات -
تاریخ انتشار 2006