PENNON. A generalized augmented Lagrangian method for semidefinite programming.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F03%3A16030216" target="_blank" >RIV/67985556:_____/03:16030216 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
PENNON. A generalized augmented Lagrangian method for semidefinite programming.
Original language description
This article describes a generalization of the PBM method by Ben-Tal and Zibulevsky to convex semidefinite programming problems. The algorithm used is a generalized version of the Augmented Lagrangian method. We present details of this algorithm as implemented in a new code PENNON. The code can also solve second-order conic programming (SOCP) problems, as well as problems with a mixture of SDP, SOCP and NLP constraints. Results of extensive numerical tests are presented.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA201%2F00%2F0080" target="_blank" >GA201/00/0080: Development of methods for solving problems of non-smooth and non-linear analysis</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2003
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
High Performance Algorithms and Software for Nonlinear Optimization.
ISBN
1-4020-7532-4
ISSN
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e-ISSN
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Number of pages
19
Pages from-to
297-315
Publisher name
Kluwer
Place of publication
Dordrecht
Event location
Erice [IT]
Event date
Jun 30, 2001
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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