Interior-Point Methods for Semidefinite Programming

Mike Todd

Leon C. Welch Professor

School of Operations Research and Industrial Engineering

Cornell University

 

We discuss primal-dual interior-point methods for semidefinite programming and related problems, and the SDPT3 code of Toh, Todd, Tutuncu.  We provide some Computational results for semidefinite programming problems from SDPLIB and some SQL (semidefinite-quadratic-linear) programming problems from a recent DIMACS challenge.