IFIP TC 7 / 2013 - Minisymposia

  • Florian Jarre, Universität Düsseldorf, Germany 
"New approaches for large scale semidefinite and doubly nonnegative programs"

A stable symmetrization of the linear systems arising in interior-point methods for solving linear and semidefinite programs is introduced. The symmetrization includes a novel pivoting strategy to minimize the norm of the right and side.

As the search directions generated by the iterative solver will have fairly low relative accuracy, a new interior-point approach based on low accuracy search  directions is presented and analyzed. In the numerical examples, this approach results in a surprisingly small number of outer iterations, indicating that the interior-point concept may also be suitable for ill-conditioned problems for which it is difficult to compute high accuracy search directions.  

An application with doubly nonnegative matrices concludes the talk.