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Numerical Evaluation of SDPA (SemiDefinite Programming Algorithm)

Numerical Evaluation of SDPA (SemiDefinite Programming Algorithm),Katsuki Fujisawa,Mituhiro Fukuda,Masakazu Kojima,Kazuhide Nakata

Numerical Evaluation of SDPA (SemiDefinite Programming Algorithm)   (Citations: 34)
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. SDPA (SemiDefinite Programming Algorithm) is a C++ implementationof a Mehrotra-type primal-dual predictor-corrector interior-point method for solving thestandard form semidefinite program and its dual. We report numerical results of large scaleproblems to evaluate its performance, and investigate how major time-consuming partsof SDPA vary with the problem size, the number of constraints and the sparsity of datamatrices.Key words Interior-Point Methods, Semidefinite Programming,...
Published in 1997.
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