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Authors: Derkaoui Orkia and Lehireche Ahmed

Affiliation: University Djillali Liabes of Sidi Bel Abbes, Algeria

Keyword(s): Interior-point Methods, SemiDefinite Programming, Linear Research, Primal-Dual Interior-Point Method, Predictor-corrector Procedure, HRVM/KSH/M Search Direction.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Knowledge Discovery and Information Retrieval ; Knowledge-Based Systems ; Linear Programming ; Methodologies and Technologies ; Operational Research ; Optimization ; Symbolic Systems

Abstract: This paper provides a new variant of primal-dual interior-point method for solving a SemiDefinite Program (SDP). We use the PDIPA (primal-dual interior-point algorithm) solver entitled SDPA (SemiDefinite Programming Algorithm). This last uses a classical Newton descent method to compute the predictor-corrector search direction. The difficulty is in the computation of this line-search, it induces high computational costs. Here, instead we adopt a new procedure to implement another way to determine the step-size along the direction which is more efficient than classical line searches. This procedure consists in the computation of the step size in order to give a significant decrease along the descent line direction with a minimum cost. With this procedure we obtain à new variant of SDPA. The comparison of the results obtained with the classic SDPA and our new variant is promising.

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Paper citation in several formats:
Orkia, D. and Ahmed, L. (2016). Numerical Experiments with a Primal-Dual Algorithm for Solving Quadratic Problems. In Proceedings of 5th the International Conference on Operations Research and Enterprise Systems - ICORES; ISBN 978-989-758-171-7; ISSN 2184-4372, SciTePress, pages 204-209. DOI: 10.5220/0005813802040209

@conference{icores16,
author={Derkaoui Orkia. and Lehireche Ahmed.},
title={Numerical Experiments with a Primal-Dual Algorithm for Solving Quadratic Problems},
booktitle={Proceedings of 5th the International Conference on Operations Research and Enterprise Systems - ICORES},
year={2016},
pages={204-209},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005813802040209},
isbn={978-989-758-171-7},
issn={2184-4372},
}

TY - CONF

JO - Proceedings of 5th the International Conference on Operations Research and Enterprise Systems - ICORES
TI - Numerical Experiments with a Primal-Dual Algorithm for Solving Quadratic Problems
SN - 978-989-758-171-7
IS - 2184-4372
AU - Orkia, D.
AU - Ahmed, L.
PY - 2016
SP - 204
EP - 209
DO - 10.5220/0005813802040209
PB - SciTePress