Handbook on Semidefinite, Conic and Polynomial Optimization

0421364 - ÚTIA 2015 RIV US eng M - Část monografie knihy
Kočvara, Michal - Stingl, M.
PENNON: Software for Linear and Nonlinear Matrix Inequalities.
Handbook on Semidefinite, Conic and Polynomial Optimization. New York: Springer, 2012 - (Anjos, M.; Laserre, J.), s. 755-791. International Series in Operations Research & Management Science. ISBN 978-1-4614-0769-0
Grant CEP: GA AV ČR IAA100750802
Výzkumný záměr: CEZ:AV0Z10750506
Institucionální podpora: RVO:67985556
Klíčová slova: semidefinite programming * optimization software
Kód oboru RIV: BA - Obecná matematika
http://library.utia.cas.cz/separaty/2012/MTR/kocvara-0421364.pdf

The goal of this paper is to present an overview of the software collection for the solution of linear and nonlinear semidefinite optimization problems PENNON. In the first part we present theoretical and practical details of the underlying algorithm and several implementation issues. In the second part we introduce the particular codes PENSDP, PENBMI and PENNON, focus on some specific features of these codes and show how they can be used for the solution of selected problems.
Trvalý link: http://hdl.handle.net/11104/0242969