A boundary point method to solve semidefinite programs

We investigate the augmented Lagrangian penalty function approach to solve semidefinite programs. It turns out that this method generates iterates which lie on the boundary of the cone of semidefinite matrices which are driven to the affine subspace described by the linear equations defining the sem...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Computing 2006-11, Vol.78 (3), p.277-286
Hauptverfasser: POVH, J, RENDL, F, WIEGELE, A
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
container_end_page 286
container_issue 3
container_start_page 277
container_title Computing
container_volume 78
creator POVH, J
RENDL, F
WIEGELE, A
description We investigate the augmented Lagrangian penalty function approach to solve semidefinite programs. It turns out that this method generates iterates which lie on the boundary of the cone of semidefinite matrices which are driven to the affine subspace described by the linear equations defining the semidefinite program. We provide some computational experience with this method and show in particular, that it allows to compute the theta number of a graph to reasonably high accuracy for instances which are beyond reach by other methods. [PUBLICATION ABSTRACT]
doi_str_mv 10.1007/s00607-006-0182-2
format Article
fullrecord <record><control><sourceid>proquest_cross</sourceid><recordid>TN_cdi_proquest_journals_195866774</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>1175602831</sourcerecordid><originalsourceid>FETCH-LOGICAL-c368t-e16c8cbae17b5c3e077b2c7711f93d74b8276cd03b4de890ac5890f8f1c3a30f3</originalsourceid><addsrcrecordid>eNpFkMtKAzEUhoMoWKsP4C4ILqMnyUxOZlmKNyi4UXAXMplEp3QmNZkKvr0pLbj5zua_cH5CrjnccQC8zwAKkBUy4FowcUJmvJKK1VDjKZkBcGCVrj_OyUXOawAQUjczoha0jbuxs-mXbmM_TnTw01fs6BRpjpsfT7Mf-s6HfuwnT7cpfiY75EtyFuwm-6vjnZP3x4e35TNbvT69LBcr5qTSE_NcOe1a6zm2tZMeEFvhEDkPjeywarVA5TqQbdV53YB1dWHQgTtpJQQ5JzeH3FL8vfN5Muu4S2OpNLyptVKIVRHxg8ilmHPywWxTP5SPDAezX8cc1jGFZr-OEcVzewy22dlNSHZ0ff43aikqrVD-Acl6ZCs</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>195866774</pqid></control><display><type>article</type><title>A boundary point method to solve semidefinite programs</title><source>EBSCOhost Business Source Complete</source><source>SpringerLink Journals - AutoHoldings</source><creator>POVH, J ; RENDL, F ; WIEGELE, A</creator><creatorcontrib>POVH, J ; RENDL, F ; WIEGELE, A</creatorcontrib><description>We investigate the augmented Lagrangian penalty function approach to solve semidefinite programs. It turns out that this method generates iterates which lie on the boundary of the cone of semidefinite matrices which are driven to the affine subspace described by the linear equations defining the semidefinite program. We provide some computational experience with this method and show in particular, that it allows to compute the theta number of a graph to reasonably high accuracy for instances which are beyond reach by other methods. [PUBLICATION ABSTRACT]</description><identifier>ISSN: 0010-485X</identifier><identifier>EISSN: 1436-5057</identifier><identifier>DOI: 10.1007/s00607-006-0182-2</identifier><identifier>CODEN: CMPTA2</identifier><language>eng</language><publisher>Wien: Springer</publisher><subject>Algorithms ; Applied sciences ; Exact sciences and technology ; Lagrange multiplier ; Linear equations ; Mathematical programming ; Methods ; Numerical analysis ; Operational research and scientific management ; Operational research. Management science ; Studies</subject><ispartof>Computing, 2006-11, Vol.78 (3), p.277-286</ispartof><rights>2007 INIST-CNRS</rights><rights>Springer-Verlag Wien 2006</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c368t-e16c8cbae17b5c3e077b2c7711f93d74b8276cd03b4de890ac5890f8f1c3a30f3</citedby><cites>FETCH-LOGICAL-c368t-e16c8cbae17b5c3e077b2c7711f93d74b8276cd03b4de890ac5890f8f1c3a30f3</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>314,780,784,27924,27925</link.rule.ids><backlink>$$Uhttp://pascal-francis.inist.fr/vibad/index.php?action=getRecordDetail&amp;idt=18324867$$DView record in Pascal Francis$$Hfree_for_read</backlink></links><search><creatorcontrib>POVH, J</creatorcontrib><creatorcontrib>RENDL, F</creatorcontrib><creatorcontrib>WIEGELE, A</creatorcontrib><title>A boundary point method to solve semidefinite programs</title><title>Computing</title><description>We investigate the augmented Lagrangian penalty function approach to solve semidefinite programs. It turns out that this method generates iterates which lie on the boundary of the cone of semidefinite matrices which are driven to the affine subspace described by the linear equations defining the semidefinite program. We provide some computational experience with this method and show in particular, that it allows to compute the theta number of a graph to reasonably high accuracy for instances which are beyond reach by other methods. [PUBLICATION ABSTRACT]</description><subject>Algorithms</subject><subject>Applied sciences</subject><subject>Exact sciences and technology</subject><subject>Lagrange multiplier</subject><subject>Linear equations</subject><subject>Mathematical programming</subject><subject>Methods</subject><subject>Numerical analysis</subject><subject>Operational research and scientific management</subject><subject>Operational research. Management science</subject><subject>Studies</subject><issn>0010-485X</issn><issn>1436-5057</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2006</creationdate><recordtype>article</recordtype><sourceid>8G5</sourceid><sourceid>ABUWG</sourceid><sourceid>AFKRA</sourceid><sourceid>AZQEC</sourceid><sourceid>BENPR</sourceid><sourceid>CCPQU</sourceid><sourceid>DWQXO</sourceid><sourceid>GNUQQ</sourceid><sourceid>GUQSH</sourceid><sourceid>M2O</sourceid><recordid>eNpFkMtKAzEUhoMoWKsP4C4ILqMnyUxOZlmKNyi4UXAXMplEp3QmNZkKvr0pLbj5zua_cH5CrjnccQC8zwAKkBUy4FowcUJmvJKK1VDjKZkBcGCVrj_OyUXOawAQUjczoha0jbuxs-mXbmM_TnTw01fs6BRpjpsfT7Mf-s6HfuwnT7cpfiY75EtyFuwm-6vjnZP3x4e35TNbvT69LBcr5qTSE_NcOe1a6zm2tZMeEFvhEDkPjeywarVA5TqQbdV53YB1dWHQgTtpJQQ5JzeH3FL8vfN5Muu4S2OpNLyptVKIVRHxg8ilmHPywWxTP5SPDAezX8cc1jGFZr-OEcVzewy22dlNSHZ0ff43aikqrVD-Acl6ZCs</recordid><startdate>20061101</startdate><enddate>20061101</enddate><creator>POVH, J</creator><creator>RENDL, F</creator><creator>WIEGELE, A</creator><general>Springer</general><general>Springer Nature B.V</general><scope>IQODW</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>0U~</scope><scope>1-H</scope><scope>3V.</scope><scope>7SC</scope><scope>7WY</scope><scope>7WZ</scope><scope>7XB</scope><scope>87Z</scope><scope>8AL</scope><scope>8AO</scope><scope>8FD</scope><scope>8FE</scope><scope>8FG</scope><scope>8FK</scope><scope>8FL</scope><scope>8G5</scope><scope>ABUWG</scope><scope>AFKRA</scope><scope>ARAPS</scope><scope>AZQEC</scope><scope>BENPR</scope><scope>BEZIV</scope><scope>BGLVJ</scope><scope>CCPQU</scope><scope>DWQXO</scope><scope>FRNLG</scope><scope>F~G</scope><scope>GNUQQ</scope><scope>GUQSH</scope><scope>HCIFZ</scope><scope>JQ2</scope><scope>K60</scope><scope>K6~</scope><scope>K7-</scope><scope>L.-</scope><scope>L.0</scope><scope>L7M</scope><scope>L~C</scope><scope>L~D</scope><scope>M0C</scope><scope>M0N</scope><scope>M2O</scope><scope>MBDVC</scope><scope>P5Z</scope><scope>P62</scope><scope>PQBIZ</scope><scope>PQBZA</scope><scope>PQEST</scope><scope>PQQKQ</scope><scope>PQUKI</scope><scope>PRINS</scope><scope>Q9U</scope></search><sort><creationdate>20061101</creationdate><title>A boundary point method to solve semidefinite programs</title><author>POVH, J ; RENDL, F ; WIEGELE, A</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c368t-e16c8cbae17b5c3e077b2c7711f93d74b8276cd03b4de890ac5890f8f1c3a30f3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2006</creationdate><topic>Algorithms</topic><topic>Applied sciences</topic><topic>Exact sciences and technology</topic><topic>Lagrange multiplier</topic><topic>Linear equations</topic><topic>Mathematical programming</topic><topic>Methods</topic><topic>Numerical analysis</topic><topic>Operational research and scientific management</topic><topic>Operational research. Management science</topic><topic>Studies</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>POVH, J</creatorcontrib><creatorcontrib>RENDL, F</creatorcontrib><creatorcontrib>WIEGELE, A</creatorcontrib><collection>Pascal-Francis</collection><collection>CrossRef</collection><collection>Global News &amp; ABI/Inform Professional</collection><collection>Trade PRO</collection><collection>ProQuest Central (Corporate)</collection><collection>Computer and Information Systems Abstracts</collection><collection>Access via ABI/INFORM (ProQuest)</collection><collection>ABI/INFORM Global (PDF only)</collection><collection>ProQuest Central (purchase pre-March 2016)</collection><collection>ABI/INFORM Global (Alumni Edition)</collection><collection>Computing Database (Alumni Edition)</collection><collection>ProQuest Pharma Collection</collection><collection>Technology Research Database</collection><collection>ProQuest SciTech Collection</collection><collection>ProQuest Technology Collection</collection><collection>ProQuest Central (Alumni) (purchase pre-March 2016)</collection><collection>ABI/INFORM Collection (Alumni Edition)</collection><collection>Research Library (Alumni Edition)</collection><collection>ProQuest Central (Alumni Edition)</collection><collection>ProQuest Central UK/Ireland</collection><collection>Advanced Technologies &amp; Aerospace Collection</collection><collection>ProQuest Central Essentials</collection><collection>ProQuest Central</collection><collection>Business Premium Collection</collection><collection>Technology Collection</collection><collection>ProQuest One Community College</collection><collection>ProQuest Central Korea</collection><collection>Business Premium Collection (Alumni)</collection><collection>ABI/INFORM Global (Corporate)</collection><collection>ProQuest Central Student</collection><collection>Research Library Prep</collection><collection>SciTech Premium Collection</collection><collection>ProQuest Computer Science Collection</collection><collection>ProQuest Business Collection (Alumni Edition)</collection><collection>ProQuest Business Collection</collection><collection>Computer Science Database</collection><collection>ABI/INFORM Professional Advanced</collection><collection>ABI/INFORM Professional Standard</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts – Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><collection>ABI/INFORM Global</collection><collection>Computing Database</collection><collection>Research Library</collection><collection>Research Library (Corporate)</collection><collection>Advanced Technologies &amp; Aerospace Database</collection><collection>ProQuest Advanced Technologies &amp; Aerospace Collection</collection><collection>ProQuest One Business</collection><collection>ProQuest One Business (Alumni)</collection><collection>ProQuest One Academic Eastern Edition (DO NOT USE)</collection><collection>ProQuest One Academic</collection><collection>ProQuest One Academic UKI Edition</collection><collection>ProQuest Central China</collection><collection>ProQuest Central Basic</collection><jtitle>Computing</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>POVH, J</au><au>RENDL, F</au><au>WIEGELE, A</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>A boundary point method to solve semidefinite programs</atitle><jtitle>Computing</jtitle><date>2006-11-01</date><risdate>2006</risdate><volume>78</volume><issue>3</issue><spage>277</spage><epage>286</epage><pages>277-286</pages><issn>0010-485X</issn><eissn>1436-5057</eissn><coden>CMPTA2</coden><abstract>We investigate the augmented Lagrangian penalty function approach to solve semidefinite programs. It turns out that this method generates iterates which lie on the boundary of the cone of semidefinite matrices which are driven to the affine subspace described by the linear equations defining the semidefinite program. We provide some computational experience with this method and show in particular, that it allows to compute the theta number of a graph to reasonably high accuracy for instances which are beyond reach by other methods. [PUBLICATION ABSTRACT]</abstract><cop>Wien</cop><pub>Springer</pub><doi>10.1007/s00607-006-0182-2</doi><tpages>10</tpages></addata></record>
fulltext fulltext
identifier ISSN: 0010-485X
ispartof Computing, 2006-11, Vol.78 (3), p.277-286
issn 0010-485X
1436-5057
language eng
recordid cdi_proquest_journals_195866774
source EBSCOhost Business Source Complete; SpringerLink Journals - AutoHoldings
subjects Algorithms
Applied sciences
Exact sciences and technology
Lagrange multiplier
Linear equations
Mathematical programming
Methods
Numerical analysis
Operational research and scientific management
Operational research. Management science
Studies
title A boundary point method to solve semidefinite programs
url https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2024-12-27T05%3A34%3A37IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest_cross&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=A%20boundary%20point%20method%20to%20solve%20semidefinite%20programs&rft.jtitle=Computing&rft.au=POVH,%20J&rft.date=2006-11-01&rft.volume=78&rft.issue=3&rft.spage=277&rft.epage=286&rft.pages=277-286&rft.issn=0010-485X&rft.eissn=1436-5057&rft.coden=CMPTA2&rft_id=info:doi/10.1007/s00607-006-0182-2&rft_dat=%3Cproquest_cross%3E1175602831%3C/proquest_cross%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=195866774&rft_id=info:pmid/&rfr_iscdi=true