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首页> 外文期刊>Mathematical Programming Computation: A Publication of the Mathematical Programming Society >A first-order block-decomposition method for solving two-easy-block structured semidefinite programs
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A first-order block-decomposition method for solving two-easy-block structured semidefinite programs

机译:一种求解两易块结构的半定程序的一阶块分解方法

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In this paper, we consider a first-order block-decomposition method for minimizing the sum of a convex differentiable function with Lipschitz continuous gradient, and two other proper closed convex (possibly, nonsmooth) functions with easily computable resolvents. The method presented contains two important ingredi- ents from a computational point of view, namely: an adaptive choice of stepsize for performing an extragradient step; and the use of a scaling factor to balance the blocks. We then specialize the method to the context of conic semidefinite programming (SDP) problems consisting of two easy blocks of constraints. Without putting them in standard form, we show that four important classes of graph-related conic SDP problems auto- matically possess the above two-easy-block structure, namely: SDPs for O -functions and O + -functions of graph stable set problems, and SDP relaxations of binary inte- ger quadratic and frequency assignment problems. Finally, we present computational results on the aforementioned classes of SDPs showing that our method outperforms the three most competitive codes for large-scale conic semidefinite programs, namely: the boundary point (BP) method introduced by Povh et al., a Newton-CG augmented Lagrangian method, called SDPNAL, by Zhao et al., and a variant of the BP method, called the SPDAD method, by Wen et al.
机译:在本文中,我们考虑采用一阶块分解方法,以最小化Lipschitz连续梯度的凸可微函数的总和,以及具有易于计算的分解剂的其他两个适当的封闭凸(可能是非光滑的)函数。从计算的角度来看,所提出的方法包含两个重要的要点,即:自适应选择步长以执行梯度步骤;并使用比例因子来平衡块。然后,我们将方法专门化到由两个简单约束块组成的圆锥半定规划(SDP)问题的上下文。如果不将它们放在标准形式下,我们将显示与图相关的圆锥SDP问题的四个重要类别自动具有上述的两易块结构,即:用于图稳定集问题的O函数和O +函数的SDP ,以及二进制整数二次和频率分配问题的SDP松弛。最后,我们在上述SDP类别上给出了计算结果,表明我们的方法优于大型圆锥半定程序的三个最具竞争力的代码,即:Povh等人(Newton-CG)引入的边界点(BP)方法Zhao等人的增强拉格朗日方法称为SDPNAL,Wen等人的方法称为BP方法的变体,称为SPDAD方法。

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