A Fully Sparse Implementation of a Primal-Dual Interior-Point Potential Reduction Method for Semidefinite Programming

In this paper, we show a way to exploit sparsity in the problem data in a primal-dual potential reduction method for solving a class of semidefinite programs. When the problem data is sparse, the dual variable is also sparse, but the primal one is not. To avoid working with the dense primal variable, we apply … Read more