Logarithmic barriers for sparse matrix cones

Details Logarithmic barriers for sparse matrix cones Logarithmic barriers for sparse matrix cones

2012-03-13

arxiv.org/abs/1203.2742v1

Mathematics

Optimization and Control

Scientific paper

Algorithms are presented for evaluating gradients and Hessians of logarithmic barrier functions for two types of convex cones: the cone of positive semidefinite matrices with a given sparsity pattern, and its dual cone, the cone of sparse matrices with the same pattern that have a positive semidefinite completion. Efficient large-scale algorithms for evaluating these barriers and their derivatives are important in interior-point methods for nonsymmetric conic formulations of sparse semidefinite programs. The algorithms are based on the multifrontal method for sparse Cholesky factorization.

Affiliated with

Also associated with

No associations

Rating

Logarithmic barriers for sparse matrix cones does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Logarithmic barriers for sparse matrix cones, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Logarithmic barriers for sparse matrix cones will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-143788