Constraint-reduced predictor corrector IPM for semidefinite programming

版本 1.0.0.0 (16.8 KB) 作者: Sungwoo Park
constraint-reduced predictor-corrector interior point method for semidefinite programming
162.0 次下载
更新时间 2015/11/22

查看许可证

Constraint reduction is an essential method because the computational cost of the interior point methods can be effectively saved. Park and O'Leary proposed a constraint-reduced predictor-corrector algorithm for semidefinite programming with polynomial global convergence, but they did not show its superlinear convergence. We first develop a constraint-reduced algorithm for semidefinite programming having both polynomial global and superlinear local convergences. The new algorithm repeats a corrector step to have an iterate tangentially approach a central path, by which superlinear convergence can be achieved.

引用格式

Sungwoo Park (2024). Constraint-reduced predictor corrector IPM for semidefinite programming (https://www.mathworks.com/matlabcentral/fileexchange/54117-constraint-reduced-predictor-corrector-ipm-for-semidefinite-programming), MATLAB Central File Exchange. 检索来源 .

MATLAB 版本兼容性
创建方式 R2010a
兼容任何版本
平台兼容性
Windows macOS Linux
类别
Help CenterMATLAB Answers 中查找有关 Link-Level Simulation 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
版本 已发布 发行说明
1.0.0.0