A generator of nonregular Semidefinite Programming problems
T. Tchemisova
Regularity is an important property of optimization problems. Various notions of regularity have been defined for different classes of problems. Usually, optimization methods are based on optimality conditions which suppose that the problem is regular. Absence of regularity leads to theoretical and numerical difficulties, and solvers may fail to provide a trustworthy result. It is important to verify regularity of a given problem in advance and in the case of nonregularity, to apply specific methods. On the other hand, to test stopping criteria and the computational behaviour of new methods, it is important to have an access to sets of reasonably-sized nonregular test problems. The paper presents a generator for constructing nonregular Semidefinite Programming (SDP) instances with prescribed irregularity degrees and a database of nonregular test problems created using this generator.
Palabras clave / Keywords: semidefinite programming, regularity, optimality conditions, constraint qualifications
Programado
Sesión bilateral SEIO-APDIO: Continuous Optimization (Organizadores: Tatiana Tchemisova y Margarita Rodríguez Álvarez)
1 de junio de 2018 12:30
Sala 6
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