Thomas Davi – Optimization Online

Solving large scale problems over the doubly nonnegative cone

Published: 2011/04/20, Updated: 2013/06/21

Semi-definite Programming augmented primal-dual function, doubly nonnegative cone, orthogonal projection, regularity, semidefinite programming

The recent approach of solving large scale semidefinite programs with a first order method by minimizing an augmented primal-dual function is extended to doubly nonnegative programs. Regularity of the augmented primal-dual function is established under the condition of uniqueness and strict complementarity. The application to the doubly nonnegative cone is motivated by the fact that … Read more

High accuracy solution of large scale semidefinite programs

Published: 2011/04/20, Updated: 2011/08/02

Thomas Davi

Florian Jarre

Semi-definite Programming aho direction, qmr algorithm, semidefinite programming

We present a first order approach for solving semidefinite programs. Goal of this approach is to compute a solution of the SDP up to 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 … Read more