Title :
Primal-dual interior-point methods for semidefinite programming: numerical experience with block-diagonal problems
Author :
Nayakkankuppam, Madhu V. ; Overton, Michael L.
Author_Institution :
Dept. of Comput. Sci., Courant Inst. of Math. Sci., New York, NY, USA
Abstract :
In this paper, we briefly describe two interior-point algorithms for semidefinite programming. At each iteration, both these algorithms compute search directions by solving a linear system. We discuss some preliminary experiments for moderately sized, block diagonal semidefinite programs, comparing direct and iterative methods for solving the linear systems
Keywords :
linear programming; block-diagonal matrix; control theory; iterative method; linear systems; primal-dual interior-point; semidefinite programming; Computer science; Control theory; Iterative algorithms; Iterative methods; Jacobian matrices; Linear programming; Linear systems; Mathematical programming; Sufficient conditions; Symmetric matrices;
Conference_Titel :
Computer-Aided Control System Design, 1996., Proceedings of the 1996 IEEE International Symposium on
Conference_Location :
Dearborn, MI
Print_ISBN :
0-7803-3032-3
DOI :
10.1109/CACSD.1996.555289
