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rdf:type
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Description
| - The limiting factors of second-order methods for large-scale semidefinite optimization are the storage and factorization of the Newton matrix. For a particular algorithm based on the modified barrier method, we propose to use iterative solvers instead of the routinely used direct factorization techniques. The preconditioned conjugate gradient method proves to be a viable alternative for problems with a large number of variables and modest size of the constrained matrix. We further propose to avoid explicit calculation of the Newton matrix either by an implicit scheme in the matrix-vector product or using a finite-difference formula. This leads to huge savings in memory requirements and, for certain problems, to further speed-up of the algorithm.
- The limiting factors of second-order methods for large-scale semidefinite optimization are the storage and factorization of the Newton matrix. For a particular algorithm based on the modified barrier method, we propose to use iterative solvers instead of the routinely used direct factorization techniques. The preconditioned conjugate gradient method proves to be a viable alternative for problems with a large number of variables and modest size of the constrained matrix. We further propose to avoid explicit calculation of the Newton matrix either by an implicit scheme in the matrix-vector product or using a finite-difference formula. This leads to huge savings in memory requirements and, for certain problems, to further speed-up of the algorithm. (en)
- Limitováné faktorý druhotných metod pro rozsáhlé semidifinitní optimalizace jsou uložené a faktorizovány v Newtonově matici. Pro praktický algoritmus založený na modifikované metodě bariér jsme nuceni použít iterativních výpočetních zařítení, používaných pro přímé faktorizování techniky. (cs)
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Title
| - On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
- On the solution of large-scale SDP problems by the modified barrier method using iterative solvers (en)
- Řešení rozsáhlých SDP problémů modifikovanou metodou bariér za použití iterativních výpočetních zařízení (cs)
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skos:prefLabel
| - On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
- On the solution of large-scale SDP problems by the modified barrier method using iterative solvers (en)
- Řešení rozsáhlých SDP problémů modifikovanou metodou bariér za použití iterativních výpočetních zařízení (cs)
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skos:notation
| - RIV/67985556:_____/07:00322640!RIV09-AV0-67985556
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http://linked.open...avai/riv/aktivita
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http://linked.open...avai/riv/aktivity
| - P(IAA1075402), Z(AV0Z10750506)
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http://linked.open...iv/cisloPeriodika
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http://linked.open...vai/riv/dodaniDat
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http://linked.open...aciTvurceVysledku
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http://linked.open.../riv/druhVysledku
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http://linked.open...iv/duvernostUdaju
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http://linked.open...titaPredkladatele
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http://linked.open...dnocenehoVysledku
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http://linked.open...ai/riv/idVysledku
| - RIV/67985556:_____/07:00322640
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http://linked.open...riv/jazykVysledku
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http://linked.open.../riv/klicovaSlova
| - semidefinite programming; iterative methods; preconditioned conjugate gradients; augmented lagrangian methods (en)
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http://linked.open.../riv/klicoveSlovo
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http://linked.open...odStatuVydavatele
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http://linked.open...ontrolniKodProRIV
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http://linked.open...i/riv/nazevZdroje
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http://linked.open...in/vavai/riv/obor
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http://linked.open...ichTvurcuVysledku
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http://linked.open...cetTvurcuVysledku
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http://linked.open...vavai/riv/projekt
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http://linked.open...UplatneniVysledku
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http://linked.open...v/svazekPeriodika
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http://linked.open...iv/tvurceVysledku
| - Kočvara, Michal
- Stingl, M.
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http://linked.open...ain/vavai/riv/wos
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http://linked.open...n/vavai/riv/zamer
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issn
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number of pages
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