Computational Enhancements in Low-Rank Semidefinite Programming

Samuel Burer (samuel-bureruiowa.edu)
Changhui Choi (changhui-choiuiowa.edu)

Abstract: 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.

Keywords:

Category 1: Linear, Cone and Semidefinite Programming (Semi-definite Programming )

Citation: Manuscript, Department of Mangagement Sciences, University of Iowa, July 2004

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Entry Submitted: 07/12/2004
Entry Accepted: 07/12/2004
Entry Last Modified: 07/12/2004

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