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On numerical testing of the regularity of semidefinite problems

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Resumo:This paper is devoted to study regularity of Semidefinite Programming (SDP) problems. Current methods for SDP rely on assumptions of regularity such as constraint qualifications and wellposedness. Absence of regularity may compromise characterization of optimality and algorithms may present numerical difficulties. Prior that solving problems, one should evaluate the expected efficiency of algorithms. Therefore, it is important to have simple procedures that verify regularity. Here we use an algorithm to test regularity of linear SDP problems in terms of Slater’s condition. We present numerical tests using problems from SDPLIB and compare our results with those from others available in literature.
Autores principais:Macedo, Eloísa
Assunto:Constraint qualifications Optimality conditions Regularity Semi-infinite programming Semidefinite programming Well-posedness
Ano:2013
País:Portugal
Tipo de documento:documento de conferência
Tipo de acesso:acesso aberto
Instituição associada:Universidade de Aveiro
Idioma:inglês
Origem:RIA - Repositório Institucional da Universidade de Aveiro
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author Macedo, Eloísa
author_facet Macedo, Eloísa
author_role author
country_str PT
creators_json_txt [{\"Person.name\":\"Macedo, Eloísa\"}]
datacite.creators.creator.creatorName.fl_str_mv Macedo, Eloísa
datacite.date.Accepted.fl_str_mv 2013-01-01T00:00:00Z
datacite.date.available.fl_str_mv 2016-12-13T15:42:35Z
datacite.date.embargoed.fl_str_mv 2016-12-13T15:42:35Z
datacite.rights.fl_str_mv http://purl.org/coar/access_right/c_abf2
datacite.subjects.subject.fl_str_mv Constraint qualifications
Optimality conditions
Regularity
Semi-infinite programming
Semidefinite programming
Well-posedness
datacite.titles.title.fl_str_mv On numerical testing of the regularity of semidefinite problems
dc.creator.none.fl_str_mv Macedo, Eloísa
dc.date.Accepted.fl_str_mv 2013-01-01T00:00:00Z
dc.date.available.fl_str_mv 2016-12-13T15:42:35Z
dc.date.embargoed.fl_str_mv 2016-12-13T15:42:35Z
dc.format.none.fl_str_mv application/pdf
dc.identifier.none.fl_str_mv http://hdl.handle.net/10773/16488
dc.language.none.fl_str_mv eng
dc.publisher.none.fl_str_mv Instituto Politécnico de Bragança
dc.rights.none.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.subject.none.fl_str_mv Constraint qualifications
Optimality conditions
Regularity
Semi-infinite programming
Semidefinite programming
Well-posedness
dc.title.fl_str_mv On numerical testing of the regularity of semidefinite problems
dc.type.none.fl_str_mv http://purl.org/coar/resource_type/c_c94f
description This paper is devoted to study regularity of Semidefinite Programming (SDP) problems. Current methods for SDP rely on assumptions of regularity such as constraint qualifications and wellposedness. Absence of regularity may compromise characterization of optimality and algorithms may present numerical difficulties. Prior that solving problems, one should evaluate the expected efficiency of algorithms. Therefore, it is important to have simple procedures that verify regularity. Here we use an algorithm to test regularity of linear SDP problems in terms of Slater’s condition. We present numerical tests using problems from SDPLIB and compare our results with those from others available in literature.
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identifier.url.fl_str_mv http://hdl.handle.net/10773/16488
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institution Universidade de Aveiro
instname_str Universidade de Aveiro
language eng
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oai_identifier_str oai:ria.ua.pt:10773/16488
organization_str_mv urn:organizationAcronym:ua
person_str_mv Macedo, Eloísa
publishDate 2013
publisher.none.fl_str_mv Instituto Politécnico de Bragança
reponame_str RIA - Repositório Institucional da Universidade de Aveiro
repository_id_str urn:repositoryAcronym:ria
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spelling porThis paper is devoted to study regularity of Semidefinite Programming (SDP) problems. Current methods for SDP rely on assumptions of regularity such as constraint qualifications and wellposedness. Absence of regularity may compromise characterization of optimality and algorithms may present numerical difficulties. Prior that solving problems, one should evaluate the expected efficiency of algorithms. Therefore, it is important to have simple procedures that verify regularity. Here we use an algorithm to test regularity of linear SDP problems in terms of Slater’s condition. We present numerical tests using problems from SDPLIB and compare our results with those from others available in literature.application/pdfengInstituto Politécnico de BragançaporOn numerical testing of the regularity of semidefinite problemsMacedo, EloísaHandlehttp://hdl.handle.net/10773/16488ISBNIsPartOf978-972-745-154-82016-12-13T15:42:35Z2013-01-01T00:00:00Z2013http://purl.org/coar/access_right/c_abf2open accessporConstraint qualificationsporOptimality conditionsporRegularityporSemi-infinite programmingporSemidefinite programmingporWell-posedness477688 byteshttp://purl.org/coar/access_right/c_abf2application/pdffulltexthttps://ria.ua.pt/bitstream/10773/16488/1/macedo_RegularitySDP_IO2013proceedings_posprint.pdfother research producthttp://purl.org/coar/resource_type/c_c94fconference object
spellingShingle On numerical testing of the regularity of semidefinite problems
Macedo, Eloísa
Constraint qualifications
Optimality conditions
Regularity
Semi-infinite programming
Semidefinite programming
Well-posedness
status SINGLETON
subject.fl_str_mv Constraint qualifications
Optimality conditions
Regularity
Semi-infinite programming
Semidefinite programming
Well-posedness
title On numerical testing of the regularity of semidefinite problems
title_full On numerical testing of the regularity of semidefinite problems
title_fullStr On numerical testing of the regularity of semidefinite problems
title_full_unstemmed On numerical testing of the regularity of semidefinite problems
title_short On numerical testing of the regularity of semidefinite problems
title_sort On numerical testing of the regularity of semidefinite problems
topic Constraint qualifications
Optimality conditions
Regularity
Semi-infinite programming
Semidefinite programming
Well-posedness
topic_facet Constraint qualifications
Optimality conditions
Regularity
Semi-infinite programming
Semidefinite programming
Well-posedness
url http://hdl.handle.net/10773/16488
visible 1