High-accuracy solution of large-scale semidefinite programs

摘要

We present a first-order approach for solving semidefinite programs. The goal of this approach is to compute a solution of the semidefinite program (SDP) up to a high accuracy in spite of using only partial second-order information. We propose a hybrid approach that uses an accelerated projection method to generate an approximate solution and then switches to the quasiminimal residual algorithm (QMR) algorithm applied to a symmetrized version of the Alizadeh-Haeberly-Overton (AHO) system to improve this approximation. Some numerical experiments based on a number of random test examples illustrate the potential of this approach.View full textDownload full textKeywordsSemidefinite program, AHO direction, QMR algorithm AMS Subject Classifications 49M29, 90C22Related var addthis_config = { ui_cobrand: "Taylor & Francis Online", services_compact: "citeulike,netvibes,twitter,technorati,delicious,linkedin,facebook,stumbleupon,digg,google,more", pubid: "ra-4dff56cd6bb1830b" }; Add to shortlist Link Permalink http://dx.doi.org/10.1080/10556788.2011.610457