How Far Can We Go With Primal-Dual Interior Point Methods for SDP?

Primal–dual interior point methods and the HKM method in particular have been implemented in a number of software packages for semidefinite programming. These methods have performed well in practice on small to medium sized SDP’s. However, primal–dual codes have had some trouble in solving larger problems because of the method’s storage requirements. In this paper … Read more

Implementation Issues in CSDP

CSDP is a software package that implements the XZ primal–dual interior point method for semidefinite programming. In this method there are a number of computationally intensive steps including the construction of the Schur complement matrix $O$, the factorization of $O$, multiplications of matrices of size $n$ and Cholesky factorizations of matrices of size $n$. Profiling … Read more