TY - JOUR
T1 - Extending Mehrotra and Gondzio higher order methods to mixed semidefinite-quadratic-linear programming
AU - Haeberly, Jean Pierre
AU - Nayakkankuppam, Madhu V.
AU - Overton, Michael L.
N1 - Funding Information:
* E-mail: haeberly @murray.fordham.edu E-mail: [email protected] 1 Corresponding Author: Fax: 2129983121; E-mail: [email protected] The first author is grateful to Jacek Gondzio for very helpful discussions. This work was supported in part by National Science Foundation Grant CCR-9731777 and in part by U.S. Dept. of Energy Grant DE-FG02-98ER25352.
PY - 1999
Y1 - 1999
N2 - We discuss extensions of Mehrotra's higher order corrections scheme and Gondzio's multiple centrality corrections scheme to mixed semidefinite-quadratic-linear programming (SQLP). These extensions have been included in a solver for SQLP written in C and based on LAPACK. The code implements a primal-dual path-following algorithm for solving SQLP problems based on the XZ+ZX search direction and Mehrotra's predictor-corrector method. We present benchmarks showing that the use of the higher order schemes yields substantial reductions in both the number of iterations and the running time of the algorithm, and also improves its robustness.
AB - We discuss extensions of Mehrotra's higher order corrections scheme and Gondzio's multiple centrality corrections scheme to mixed semidefinite-quadratic-linear programming (SQLP). These extensions have been included in a solver for SQLP written in C and based on LAPACK. The code implements a primal-dual path-following algorithm for solving SQLP problems based on the XZ+ZX search direction and Mehrotra's predictor-corrector method. We present benchmarks showing that the use of the higher order schemes yields substantial reductions in both the number of iterations and the running time of the algorithm, and also improves its robustness.
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U2 - 10.1080/10556789908805748
DO - 10.1080/10556789908805748
M3 - Article
AN - SCOPUS:0033297001
SN - 1055-6788
VL - 11
SP - 67
EP - 90
JO - Optimization Methods and Software
JF - Optimization Methods and Software
IS - 1
ER -