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• W2165355250 abstract "We propose a primal-dual path-following Mehrotra-type predictor-corrector method for solving convex quadratic semidenite programming (QSDP) problems. For the special case when the quadratic term has the form 1 X (UXU), we compute the search direction at each iteration from the Schur complement equation. We are able to solve the Schur complement equation ecien tly via the preconditioned symmetric quasiminimal residual iterative solver with two appropriately constructed preconditioners. Numerical experiments on a variety of QSDPs with matrices of dimensions up to 2000 are performed and the computational results show that our methods are ecien t and robust. Our methods can also be extended to linear SDP problems with upper bound constraints on primal matrix variables." @default.
• W2165355250 created "2016-06-24" @default.
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• W2165355250 date "2005-03-01" @default.
• W2165355250 modified "2023-09-26" @default.
• W2165355250 title "Inexact primal-dual path-following algorithms for a special class of convex quadratic SDP and related problems" @default.
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• W2165355250 hasPublicationYear "2005" @default.
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