AN INTERIOR-POINT METHOD FOR SEMIDEFINITE PROGRAMMING

Citation
C. Helmberg et al., AN INTERIOR-POINT METHOD FOR SEMIDEFINITE PROGRAMMING, SIAM journal on optimization, 6(2), 1996, pp. 342-361
Citations number
30
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
10526234
Volume
6
Issue
2
Year of publication
1996
Pages
342 - 361
Database
ISI
SICI code
1052-6234(1996)6:2<342:AIMFSP>2.0.ZU;2-C
Abstract
We propose a new interior-point-based method to minimize a linear func tion of a matrix variable subject to linear equality and inequality co nstraints over the set of positive semidefinite matrices. We show that the approach is very efficient for graph bisection problems such as m ax-cut. Other applications include max-min eigenvalue problems and rel axations for the stable set problem.