S. Burer, R. Monteiro, and Y. Zhang. A computational study of a gradient-based log-barrier algorithm for a class of large-scale SDPs. Technical Report TR01-11, Department of Computational and Applied Mathematics, Rice University, Houston, TX 77005, 2001. Home/Search Document Details and Download
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B-388 Solving Large Scale Semidefinite Programs via an.. - Augmented Systems.. (Correct)
....Appendix. It is surprising that the collection of hamming problems can be solved so e#ciently via the SCE alone. For example, the problem hamming 9 5 6 is solved to an accuracy of 10 6 in relative duality gap in less than 5 minutes, whereas the CPU time reported by using the first order method in [3] is more than 10 hours. Such a disparity also indicates that one should not totally abandon second order method in favor of first order method when solving large scale SDPs. Methods for solving large SDPs are still in the infancy state. Currently, the most successful methods are the spectral ....
S. Burer, R. Monterio, and Y. Zhang, A computational study of a gradient-based log-barrier algorithm for a class of large scale SDPs, to appear in Mathematical Programming Series B.
Scientific Computing Research Environments for the.. - Heinkenschloss.. (2001) Self-citation (Zhang) (Correct)
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S. Burer, R. Monteiro, and Y. Zhang. A computational study of a gradient-based log-barrier algorithm for a class of large-scale SDPs. Technical Report TR01-11, Department of Computational and Applied Mathematics, Rice University, Houston, TX 77005, 2001.
Solving a Class of Semidefinite Programs via Nonlinear.. - Burer, Monteiro, Zhang (2001) (2 citations) Self-citation (Burer Monteiro Zhang) (Correct)
....variants of the first order barrier algorithm for several classes of linear SDP problems and found that the proposed approach is indeed a viable approach to solving some large scale SDP problems from combinatorial optimization. The implementation details and numerical results are reported in [3]. Moreover, in [4] we have extended the application of the proposed transformation to linear SDP problems of a general form (where the diagonal of the primal matrix variable is not required to be fixed) and presented preliminary numerical results. In addition, we have proposed and analyzed a ....
S. Burer, R. D. C. Monteiro and Y. Zhang. A computational study of a gradient-based log-barrier algorithm for a class of large-scale SDPs. Manuscript. June, 2001. Submitted to Mathematical Programming Series B.
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