| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0411229 |
| utime |
20240103182311.4 |
| mtime |
20060210235959.9 |
| ISBN |
1-4020-7532-4 |
| title
(primary) (eng) |
PENNON. A generalized augmented Lagrangian method for semidefinite programming |
| publisher |
| place |
Dordrecht |
| name |
Kluwer |
| pub_time |
2003 |
|
| specification |
|
| serial |
| title
|
High Performance Algorithms and Software for Nonlinear Optimization |
| page_num |
297-315 |
| editor |
|
| editor |
|
|
| keyword |
semidefinite programming |
| keyword |
cone programming |
| keyword |
method of augmented Langrangians |
| 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 |
|
| COSATI |
12A |
| cas_special |
| project |
| project_id |
GA201/00/0080 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0005674 |
|
| project |
| project_id |
03ZOM3ER |
| agency |
BMBF |
| country |
DE |
| ARLID |
cav_un_auth*0046476 |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
This article describes a generalization of the PBM method by Ben-Tal and Zibulevsky to convex semidefinite programming problems. The algorithm used is a generalized version of the Augmented Lagrangian method. We present details of this algorithm as implemented in a new code PENNON. The code can also solve second-order conic programming (SOCP) problems, as well as problems with a mixture of SDP, SOCP and NLP constraints. Results of extensive numerical tests are presented. |
| action |
| ARLID |
cav_un_auth*0213128 |
| name |
High Performance Algorithms and Software for Nonlinear Optimization |
| place |
Erice |
| country |
IT |
| dates |
30.06.2001-08.07.2001 |
|
| RIV |
BA |
| department |
MTR |
| permalink |
http://hdl.handle.net/11104/0131315 |
| ID_orig |
UTIA-B 20030216 |
| arlyear |
2003 |
| mrcbU10 |
2003 |
| mrcbU10 |
Dordrecht Kluwer |
| mrcbU12 |
1-4020-7532-4 |
| mrcbU63 |
High Performance Algorithms and Software for Nonlinear Optimization 297 315 |
| mrcbU67 |
di Pillo G. 340 |
| mrcbU67 |
Murli A. 340 |
|