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Bulletin of Irkutsk State University. Series Mathematics, 2011, Volume 4, Issue 2, Pages 75–90 (Mi iigum106)  
On convergence of the dual Newton method for linear semidefinite programming problem

V. G. Zhadana, A. A. Orlovb

a Dorodnicyn Computing Centre of RAS, 40, Vavilov St., Moscow, 199333
b Moscow Institute of Physics and Technology (State University), 9, Institutskii per., Dolgoprudny, Moscow Region, 141700
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Abstract: The dual Newton method for linear semidefinite programming problem is considered. Under assumption that strict complementarity holds for solutions of the primal and dual problems the local convergence with linear rate is proved.
Keywords: semidefinite programming, dual problem, Newton's method, local convergence.
Document Type: Article
UDC: 518.517
Language: Russian
Citation: V. G. Zhadan, A. A. Orlov, “On convergence of the dual Newton method for linear semidefinite programming problem”, Bulletin of Irkutsk State University. Series Mathematics, 4:2 (2011), 75–90
Citation in format AMSBIB
\Bibitem{ZhaOrl11}
\by V.~G.~Zhadan, A.~A.~Orlov
\paper On convergence of the dual Newton method for linear semidefinite programming problem
\jour Bulletin of Irkutsk State University. Series Mathematics
\yr 2011
\vol 4
\issue 2
\pages 75--90
\mathnet{http://mi.mathnet.ru/iigum106}
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