Authors
Martin S Andersen, Joachim Dahl, Lieven Vandenberghe
Publication date
2013/6/1
Journal
Optimization Methods and Software
Volume
28
Issue
3
Pages
396-423
Publisher
Taylor & Francis
Description
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.
Total citations
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Scholar articles
MS Andersen, J Dahl, L Vandenberghe - Optimization Methods and Software, 2013