| bibtype |
J -
Journal Article
|
| ARLID |
0322640 |
| utime |
20240103191443.1 |
| mtime |
20090422235959.9 |
| WOS |
000243908500010 |
| DOI |
10.1007/s10107-006-0029-9 |
| title
(primary) (eng) |
On the solution of large-scale SDP problems by the modified barrier method using iterative solvers |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0257227 |
| ISSN |
0025-5610 |
| title
|
Mathematical Programming |
| volume_id |
109 |
| page_num |
413-444 |
| publisher |
|
|
| title
(cze) |
Řešení rozsáhlých SDP problémů modifikovanou metodou bariér za použití iterativních výpočetních zařízení |
| keyword |
semidefinite programming |
| keyword |
iterative methods |
| keyword |
preconditioned conjugate gradients |
| keyword |
augmented lagrangian methods |
| author
(primary) |
| ARLID |
cav_un_auth*0101131 |
| name1 |
Kočvara |
| name2 |
Michal |
| institution |
UTIA-B |
| full_dept |
Department of Decision Making Theory |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0021060 |
| name1 |
Stingl |
| name2 |
M. |
| country |
DE |
|
| cas_special |
| project |
| project_id |
IAA1075402 |
| agency |
GA AV ČR |
| ARLID |
cav_un_auth*0012788 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The limiting factors of second-order methods for large-scale semidefinite optimization are the storage and factorization of the Newton matrix. For a particular algorithm based on the modified barrier method, we propose to use iterative solvers instead of the routinely used direct factorization techniques. The preconditioned conjugate gradient method proves to be a viable alternative for problems with a large number of variables and modest size of the constrained matrix. We further propose to avoid explicit calculation of the Newton matrix either by an implicit scheme in the matrix-vector product or using a finite-difference formula. This leads to huge savings in memory requirements and, for certain problems, to further speed-up of the algorithm. |
| abstract
(cze) |
Limitováné faktorý druhotných metod pro rozsáhlé semidifinitní optimalizace jsou uložené a faktorizovány v Newtonově matici. Pro praktický algoritmus založený na modifikované metodě bariér jsme nuceni použít iterativních výpočetních zařítení, používaných pro přímé faktorizování techniky. |
| reportyear |
2009 |
| RIV |
BA |
| permalink |
http://hdl.handle.net/11104/0170830 |
| mrcbT16-f |
2.183 |
| mrcbT16-g |
0.385 |
| mrcbT16-h |
>10.0 |
| mrcbT16-i |
0.01836 |
| mrcbT16-j |
1.811 |
| mrcbT16-k |
3644 |
| mrcbT16-l |
52 |
| mrcbT16-q |
66 |
| mrcbT16-s |
2.166 |
| mrcbT16-y |
23.24 |
| mrcbT16-x |
1.62 |
| arlyear |
2007 |
| mrcbU34 |
000243908500010 WOS |
| mrcbU63 |
cav_un_epca*0257227 Mathematical Programming 0025-5610 1436-4646 Roč. 109 2-3 2007 413 444 Springer |
|