ISSN:
1573-2894
Keywords:
determinant optimization
;
semidefinite programming
;
predictor-corrector
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
Notes:
Abstract Primal-dual path-following algorithms are considered for determinant maximization problem (maxdet-problem). These algorithms apply Newton's method to a primal-dual central path equation similar to that in semidefinite programming (SDP) to obtain a Newton system which is then symmetrized to avoid nonsymmetric search direction. Computational aspects of the algorithms are discussed, including Mehrotra-type predictor-corrector variants. Focusing on three different symmetrizations, which leads to what are known as the AHO, H..K..M and NT directions in SDP, numerical results for various classes of maxdet-problem are given. The computational results show that the proposed algorithms are efficient, robust and accurate.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1026400522929
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