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Investigação Operacional

versão impressa ISSN 0874-5161

Inv. Op. v.25 n.2 Lisboa  2005

 

An extension of a variant of a predictor-corrector primal-dual method from linear programming to semidefinite programming

F. Bastos * ‡

A. Teixeira * †

‡Departamento de Estatística e Investigação Operacional, Universidade de Lisboa

fbastos@fc.ul.pt

† Departamento de Matiática, Universidade de Trás-os-Montes e Alto Douro, Vila Real

ateixeir@utad.pt

* CIO - Centro de Investigação Operacional

 

Abstract

We extend a variant of a predictor-corrector primal-dual method for Linear Programming to Siidefinite Programming. Two versions are proposed. One of the versions uses the HKM direction and the other the NT direction. We present the algorithms associated with these versions and the computational experience using the SDPLIB 1.2 collection of Semidefinite Programming test problis. We show that, in general, the algorithm using the HKM direction is the best and is also better than the one relative to the classical method.

Keywords: Semidefinite Programming, predictor-corrector interior point variant, HKM direction, NT direction.

 

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