F
Farid Alizadeh
Researcher at Rutgers University
Publications - 40
Citations - 4480
Farid Alizadeh is an academic researcher from Rutgers University. The author has contributed to research in topics: Semidefinite programming & Interior point method. The author has an hindex of 19, co-authored 39 publications receiving 4165 citations. Previous affiliations of Farid Alizadeh include Axioma & International Computer Science Institute.
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Second-order cone programming
Farid Alizadeh,Donald Goldfarb +1 more
TL;DR: SOCP formulations are given for four examples: the convex quadratically constrained quadratic programming (QCQP) problem, problems involving fractional quadRatic functions, and many of the problems presented in the survey paper of Vandenberghe and Boyd as examples of SDPs can in fact be formulated as SOCPs and should be solved as such.
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Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
TL;DR: It is argued that many known interior point methods for linear programs can be transformed in a mechanical way to algorithms for SDP with proofs of convergence and polynomial time complexity carrying over in a similar fashion.
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Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
TL;DR: The XZ+ZX method is more robust with respect to its ability to step close to the boundary, converges more rapidly, and achieves higher accuracy than other methods considered, including Mehrotra predictor-corrector variants and issues of numerical stability.
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Extension of primal-dual interior point algorithms to symmetric cones
Stefan Schmieta,Farid Alizadeh +1 more
TL;DR: It is shown that the so-called commutative class of primal-dual interior point algorithms which were designed by Monteiro and Zhang for semidefinite programming extends word-for-word to optimization problems over all symmetric cones.
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Complementarity and nondegeneracy in semidefinite programming
TL;DR: It is shown that primal and dual nondegeneracy and strict complementarity all hold generically and Numerical experiments suggest probability distributions for the ranks ofX andZ which are consistent with the nondEGeneracy conditions.