An Interior-Point Method for Semidefinite Programming 论文

详细信息

发表期刊/会议

SIAM Journal on Optimization

发表日期

1996-05-01

发表年份

1996

摘要

We propose a new interior-point-based method to minimize a linear function of a matrix variable subject to linear equality and inequality constraints over the set of positive semidefinite matrices. We show that the approach is very efficient for graph bisection problems such as max–cut. Other applications include max–min eigenvalue problems and relaxations for the stable set problem.