A study of search directions in primal-dual interior-point methods for semidefinite programming

IF 16.4 1区 化学 Q1 CHEMISTRY, MULTIDISCIPLINARY
M. Todd
{"title":"A study of search directions in primal-dual interior-point methods for semidefinite programming","authors":"M. Todd","doi":"10.1080/10556789908805745","DOIUrl":null,"url":null,"abstract":"We discuss several different search directions which can be used in primal-dual interior-point methods for semidefinite programming problems and investigate their theoretical properties, including scale invariance, primal-dual symmetry, and whether they always generate well-defined directions. Among the directions satisfying all but at most two of these desirable properties are the Alizadeh-Haeberly-Overton, Helmberg-Rendl-Vanderbei-Wolkowicz/Kojima-Shindoh-HaralMonteiro, Nesterov-Todd, Gu, and Toh directions, as well as directions we will call the MTW and Half directions. The first five of these appear to be the best in our limited computational testing also.","PeriodicalId":1,"journal":{"name":"Accounts of Chemical Research","volume":null,"pages":null},"PeriodicalIF":16.4000,"publicationDate":"1999-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"122","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Accounts of Chemical Research","FirstCategoryId":"5","ListUrlMain":"https://doi.org/10.1080/10556789908805745","RegionNum":1,"RegionCategory":"化学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"CHEMISTRY, MULTIDISCIPLINARY","Score":null,"Total":0}
引用次数: 122

Abstract

We discuss several different search directions which can be used in primal-dual interior-point methods for semidefinite programming problems and investigate their theoretical properties, including scale invariance, primal-dual symmetry, and whether they always generate well-defined directions. Among the directions satisfying all but at most two of these desirable properties are the Alizadeh-Haeberly-Overton, Helmberg-Rendl-Vanderbei-Wolkowicz/Kojima-Shindoh-HaralMonteiro, Nesterov-Todd, Gu, and Toh directions, as well as directions we will call the MTW and Half directions. The first five of these appear to be the best in our limited computational testing also.
半定规划中原始-对偶内点法搜索方向的研究
讨论了用于半确定规划问题的原始-对偶内点方法的几种不同的搜索方向,并研究了它们的理论性质,包括尺度不变性、原始-对偶对称性以及它们是否总是生成良好定义的方向。在满足所有这些理想性质的方向中,除了最多两个之外,还有alizadeh - haebery - overton, Helmberg-Rendl-Vanderbei-Wolkowicz/Kojima-Shindoh-HaralMonteiro, Nesterov-Todd, Gu和Toh方向,以及我们称之为MTW和Half方向。在我们有限的计算测试中,前五个似乎也是最好的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 求助全文
来源期刊
Accounts of Chemical Research
Accounts of Chemical Research 化学-化学综合
CiteScore
31.40
自引率
1.10%
发文量
312
审稿时长
2 months
期刊介绍: Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信