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Mathematical Programming

, Volume 79, Issue 1–3, pp 235–253 | Cite as

Exploiting sparsity in primal-dual interior-point methods for semidefinite programming

  • Katsuki Fujisawa
  • Masakazu Kojima
  • Kazuhide Nakata
Article

Abstract

The Helmberg-Rendl-Vanderbei-Wolkowicz/Kojima-Shindoh-Hara/Monteiro and Nesterov-Todd search directions have been used in many primal-dual interior-point methods for semidefinite programs. This paper proposes an efficient method for computing the two directions when the semidefinite program to be solved is large scale and sparse.

Keywords

Interior-point methods Semidefinite programming Sparsity 

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Copyright information

© The Mathematical Programming Society, Inc 1997

Authors and Affiliations

  • Katsuki Fujisawa
    • 1
  • Masakazu Kojima
    • 1
  • Kazuhide Nakata
    • 1
  1. 1.Department of Mathematical and Computing SciencesTokyo Institute of TechnologyTokyoJapan

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