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Daily Overview |
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OC6: Optimisation and Control Location: A702 Session Chair: Behzad Azmi | |
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Dynamic Subproblem Modifications in ConicBundle TU Chemnitz, Germany The ConicBundle approach for large scale semidefinite programming iteratively solves a quadratic semidefinite subproblem corresponding to the problem projected to a subspace together with a quadratic prox function in order to find the next candidate and uses the Ritz vectors of approximate eigenvalue computations in the candidate to improve the subspace. Instead of solving each subproblem separately by interior point methods we experiment with a dynamic interior point method in which the problem is modified and restarted dynamically whenever the current interior point solution suggests an intermediate evaluation might be worth the trouble. In a first tentative implementation of these ideas within the callable library ConicBundle the results on randomly generated large scale max-cut and theta-function instances indicate that the approach is competitive and frequently significantly faster than the non dynamic approach. | |
