DSDP3: dual scaling algorithm for general positive semidefinite programming.
DSDP3: dual scaling algorithm for general positive semidefinite programming.
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DSDP3:一般正半定规划的双标度算法。
DOI:
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发表时间:
2001
期刊:
影响因子:
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通讯作者:
Y. Ye
中科院分区:
文献类型:
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作者:
S. Benson;Y. Ye
We implement a dual scaling algorithm for positive semidefinite programming to handle a broader class of problems than could be solved with previous implementations of the algorithm. With appropriate representations of constraint matrices, we can solve general semidefinite programs and still exploit the structure of large-scale combinatorial optimization problems. Computational results show that our preliminary implementation is competitive with primal-dual solvers on many problems requiring moderate precision in the solution and is superior to primal-dual solvers for several types of problems.