An Interior Point Method for Solving Semidefinite Programs Using Cutting Planes and Weighted Analytic Centers

An Interior Point Method for Solving Semidefinite Programs Using Cutting Planes and Weighted Analytic Centers

We investigate solving semidefinite programs (SDPs) with an interior point method called SDP-CUT, which utilizes weighted analytic centers and cutting plane constraints. SDP-CUT iteratively refines the feasible region to achieve the optimal solution. The algorithm uses Newton’s method to compute the...

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Bibliographic Details
Main Authors: John Machacek, Shafiu Jibrin
Format: Article
Language:English
Published: Hindawi Limited 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/946893

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