| G. Pataki, On the rank of extreme matrices in semidefinite programming and the multiplicity of optimal eigenvalues, Math. Oper. Res., 23 (1998), pp. 339--358. |
....the use of the aggregate subgradient is crucial. To achieve correctness of the bundle algorithm without aggregate subgradients, it suffices to store in P only the subspace spanning the eigenvectors corresponding to non zero eigenvalues of an optimal solution W k 1 of (3. 2) Using the bound of [36] it is not too difficult to show that in this case the maximal number of columns one has to provide is the largest r 2 N satisfying Gamma r 1 2 Delta m 1 plus the number of eigenvectors to be added in each iteration (this is at least one) In our computational experiments we found that ....
G. Pataki, On the rank of extreme matrices in semidefinite programming and the multiplicity of optimal eigenvalues, Math. Oper. Res., 23 (1998), pp. 339--358.
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