Computational Enhancements in Low-Rank Semidefinite Programming

  • Samuel Burer
  • Changhui Choi
    • Categories Semi-definite Programming Short URL: https://optimization-online.org/?p=9558

    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.

    Citation

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

    Article

    Download

    View Computational Enhancements in Low-Rank Semidefinite Programming