An inexact primal-dual path following algorithm for convex quadratic SDP

We propose primal-dual path-following Mehrotra-type predictor-corrector methods for solving convex quadratic semidefinite programming (QSDP) problems of the form: $\min_{X} \{ \frac{1}{2} X\bullet {\cal Q}(X) + C\bullet X : {\cal A} (X) = b, X\succeq 0\}$, where ${\cal Q}$ is a self-adjoint positive semidefinite linear operator on ${\cal S}^n$, $b\in R^m$, and ${\cal A}$ is a … Read more

Inexact primal-dual path-following algorithms for a special class of convex quadratic SDP and related problems

We propose a primal-dual path-following Mehrotra-type predictor-corrector method for solving convex quadratic semidefinite programming (QSDP) problems. For the special case when the quadratic term has the form $\frac{1}{2} X \bul (UXU)$, we compute the search direction at each iteration from the Schur complement equation. We are able to solve the Schur complement equation efficiently via … Read more