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Pré-Publication, Document De Travail Année : 2022

Loraine - An interior-point solver for low-rank semidefinite programming

Résumé

The aim of this paper is to introduce a new code for the solution of large-and-sparse linear Semidefinite Programs (SDPs) with low-rank solutions and/or low-rank data. We propose to use a preconditioned conjugate gradient method within an interior-point SDP algorithm and an efficient preconditioner fully utilizing the low-rank information. The efficiency is demonstrated by numerical experiments using the truss topology optimization problems, Lasserre relaxations of the MAXCUT problems and the sensor network localization problems.
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Dates et versions

hal-04076509 , version 1 (20-04-2023)

Identifiants

  • HAL Id : hal-04076509 , version 1

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Soodeh Habibi, Michal Kočvara, Michael Stingl. Loraine - An interior-point solver for low-rank semidefinite programming. 2023. ⟨hal-04076509⟩
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