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Computational Enhancements in Low-Rank Semidefinite Programming
Samuel Burer (samuel-burer 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 Download: [PDF] Entry Submitted: 07/12/2004 Modify/Update this entry | ||
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