Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones
Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones
We describe an implementation of nonsymmetric interior-point methods for linear cone programs defined by two types of matrix cones: the cone of positive semidefinite matrices with a given chordal sparsity pattern and its dual cone, the cone of chordal sparse matrices that have a positive semidefinite completion. The implementation takes …