A Predictor-Corrector Algorithm for Semidefinite Programming that Uses the Factor Width Cone
Copyright policy )A Predictor-Corrector Algorithm for Semidefinite Programming that Uses the Factor Width Cone
Abstract We propose an interior point method (IPM) for solving semidefinite programming problems (SDPs). The standard interior point algorithms used to solve SDPs work in the space of positive semidefinite matrices. Contrary to that the proposed algorithm works in the cone of matrices of constant factor width. We prove global convergence and provide a complexity analysis. Our work is inspired by a series of papers by Ahmadi, Dash, Majumdar and Hall, and builds upon a recent preprint by Roig-Solvas and Sznaier [arXiv:2202.12374, 2022].
- Tilbury University Netherlands
- STICHTING KATHOLIEKE UNIVERSITEIT BRABANT UNIVERSITEIT VAN TILBURG Netherlands
- Tilburg University Netherlands
Conic optimization, factor width cone, Convex programming, interior point methods, Interior-point methods, semidefinite programming, Factor width cone, conic optimization, Optimization and Control (math.OC), FOS: Mathematics, Semidefinite programming, Interior point methods, Mathematics - Optimization and Control
Conic optimization, factor width cone, Convex programming, interior point methods, Interior-point methods, semidefinite programming, Factor width cone, conic optimization, Optimization and Control (math.OC), FOS: Mathematics, Semidefinite programming, Interior point methods, Mathematics - Optimization and Control
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