An Interior-point Method for Semideenite Programming an Interior-point Method for Semideenite Programming

@inproceedings{Helmberg1994AnIM,
  title={An Interior-point Method for Semideenite Programming an Interior-point Method for Semideenite Programming},
  author={Christoph Helmberg and Franz Rendl and Henry Wolkowicz and Robert J. Vanderbei},
  year={1994}
}
We propose a new interior point based method to minimize a linear function of a matrix variable subject to linear equality and inequality constraints over the set of positive semideenite matrices. We present a theoretical convergence analysis, and show that the approach is very eecient for graph bisection problems, such as max-cut. The approach can also be applied to max-min eigenvalue problems. 

From This Paper

Topics from this paper.

Citations

Publications citing this paper.
Showing 1-10 of 30 extracted citations

References

Publications referenced by this paper.
Showing 1-10 of 26 references

Interior-point methods via self-concordance or relative Lipschitz condition

  • F. JARRE
  • 1994
Highly Influential
4 Excerpts

OVERTON. A new primal-dual Interior- point method for semide nite programming

  • F. ALIZADEH, J. A. HAEBERLY, M.L
  • Proceedings of the Fifth SIAM Conference on Appl…
  • 1994
Highly Influential
6 Excerpts

An interior-point method for minimizing the maximum eigenvalue of a linear combination of matrices

  • F. JARRE
  • SIAM J. Control and Optimization,
  • 1993
Highly Influential
7 Excerpts

VIAL. On the Convergence of an Infeasible Primal- 22 Dual Interior-Point Method for Convex Programming. Technical Report 1993.16, D epartment d' economie commerciale et industrielle

  • K. M. ANSTREICER, J.-P
  • Universit e de Gen eve,
  • 1993
Highly Influential
3 Excerpts

Combinatorial optimization with interior point methods and semidef- inite matrices

  • F. ALIZADEH
  • PhD thesis, University of Minnesota,
  • 1991
Highly Influential
4 Excerpts

Similar Papers

Loading similar papers…