Authors
Yifan Sun, Martin S Andersen, Lieven Vandenberghe
Publication date
2014/6/12
Journal
SIAM Journal on Optimization
Volume
24
Issue
2
Pages
873-897
Publisher
Society for Industrial and Applied Mathematics
Description
Decomposition techniques for linear programming are difficult to extend to conic optimization problems with general nonpolyhedral convex cones because the conic inequalities introduce an additional nonlinear coupling between the variables. However in many applications the convex cones have a partially separable structure that allows them to be characterized in terms of simpler lower-dimensional cones. The most important example is sparse semidefinite programming with a chordal sparsity pattern. Here partial separability derives from the clique decomposition theorems that characterize positive semidefinite and positive-semidefinite-completable matrices with chordal sparsity patterns. The paper describes a decomposition method that exploits partial separability in conic linear optimization. The method is based on Spingarn's method for equality constrained convex optimization, combined with a fast interior …
Total citations
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Scholar articles
Y Sun, MS Andersen, L Vandenberghe - SIAM Journal on Optimization, 2014