Advanced Search
MyIDEAS: Login

An inexact spectral bundle method for convex quadratic semidefinite programming

Contents:

Author Info

  • Huiling Lin

    ()

Registered author(s):

    Abstract

    We present an inexact spectral bundle method for solving convex quadratic semidefinite optimization problems. This method is a first-order method, hence requires much less computational cost in each iteration than second-order approaches such as interior-point methods. In each iteration of our method, we solve an eigenvalue minimization problem inexactly, and solve a small convex quadratic semidefinite program as a subproblem. We give a proof of the global convergence of this method using techniques from the analysis of the standard bundle method, and provide a global error bound under a Slater type condition for the problem in question. Numerical experiments with matrices of order up to 3000 are performed, and the computational results establish the effectiveness of this method. Copyright Springer Science+Business Media, LLC 2012

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://hdl.handle.net/10.1007/s10589-011-9443-x
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Springer in its journal Computational Optimization and Applications.

    Volume (Year): 53 (2012)
    Issue (Month): 1 (September)
    Pages: 45-89

    as in new window
    Handle: RePEc:spr:coopap:v:53:y:2012:i:1:p:45-89

    Contact details of provider:
    Web page: http://www.springer.com/math/journal/10589

    Order Information:
    Web: http://link.springer.de/orders.htm

    Related research

    Keywords: Semidefinite programming; Nonsmooth optimization methods; Inexact spectral bundle method; Eigenvalue minimization problem; Approximate subgradients;

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. Grégory Emiel & Claudia Sagastizábal, 2010. "Incremental-like bundle methods with application to energy planning," Computational Optimization and Applications, Springer, vol. 46(2), pages 305-332, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:spr:coopap:v:53:y:2012:i:1:p:45-89. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.