On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
- Author
- KOCVARA, Michal1 ; STINGL, Michael2
[1] Czech Technical University, Faculty of Electrical Engineering, Technická 2, 16627 Prague, Czech Republic
[2] Institute of Applied Mathematics, University of Erlangen. Martensstr. 3, 91058 Erlangen, Germany - Conference title
- Large-scale nonlinear and semidefinite programming
- Conference name
- Workshop Large Scale Nonlinear and Semidefinite Programming (Waterloo, ON 2004-06)
- Author (monograph)
- ANDERSEN, Erling (Editor)1 ; DE KLERK, Etienne (Editor)2 ; TUNCEL, Levent (Editor)3 ; WOLKOWICZ, Henry (Editor)3 ; ZHANG, Shuzhong (Editor)4
[1] MOSEK APS, Copenhagen, Denmark
[2] Department of Econometrics and Operations Research, Faculty of Economic Sciences, Tilburg University, LE Tilburg, Netherlands
[3] Department of Combinatorics and Optimization, Faculty of Mathematics, University of Waterloo, Waterloo, Canada
[4] Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, New Territories, Hong-Kong - Source
Mathematical programming. 2007, Vol 109, Num 2-3, pp 413-444, 32 p ; ref : 26 ref
- CODEN
- MHPGA4
- ISSN
- 0025-5610
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Springer, Heidelberg
- Publication country
- Germany
- Document type
- Conference Paper
- Language
- English
- Author keyword
- 65F10 (secondary) 90C22 (primary)
- Keyword (fr)
- Décomposition matricielle Echelle grande Facteur limitant Factorisation matricielle Fonction barrière Méthode différence finie Méthode gradient conjugué Méthode itérative Produit matrice Programmation mathématique Programmation semi définie Préconditionnement Stockage Système grande taille
- Keyword (en)
- Matrix decomposition Large scale Limiting factor Matrix factorization Barrier function Finite difference method Conjugate gradient method Iterative method Matrix product Mathematical programming Semi definite programming Preconditioning Storage Large scale system
- Keyword (es)
- Descomposición matricial Escala grande Factor limitante Factorizacion matricial Funcíon barrera Método diferencia finita Método gradiente conjugado Método iterativo Producto matriz Programación matemática Programacíon semi definida Precondicionamiento Almacenamiento Sistema gran escala
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A03 Mathematical programming
- Discipline
- Operational research. Management
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 18544559
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1007/s10107-006-0029-9 
https://dx.doi.org/10.1007/s10107-006-0029-9
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