de Klerk, Etienne; Pasechnik, D.V. - Tilburg University, Center for Economic Research - 2005
Semidefinite programming (SDP) may be viewed as an extension of linear programming (LP), and most interior point methods (IPM s) for LP can be extended to solve SDP problems.However, it is far more difficult to exploit data structures (especially sparsity) in the SDP case.In this paper we will...