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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2013, Volume 19, Number 2, Pages 157–169 (Mi timm941)  
This article is cited in 1 scientific paper (total in 1 paper)

Primal-dual Newton method for a linear problem of semidefinite programming

V. G. Zhadana, A. A. Orlovb

a Dorodnitsyn Computing Centre of the Russian Academy of Sciences
b Moscow Institute of Physics and Technology (State University)
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Abstract: A linear problem of semidefinite programming is considered, and the primal-dual Newton method is proposed for its solution. The superlinear local convergence of the method is established under the assumption that the primal and dual problems are nondegenerate and strictly complementary.
Keywords: semidefinite programming problem, Newton method, primal-dual method, local convergence.
Received: 01.02.2013
Bibliographic databases:
Document Type: Article
UDC: 519.854
Language: Russian
Citation: V. G. Zhadan, A. A. Orlov, “Primal-dual Newton method for a linear problem of semidefinite programming”, Trudy Inst. Mat. i Mekh. UrO RAN, 19, no. 2, 2013, 157–169
Citation in format AMSBIB
\Bibitem{ZhaOrl13}
\by V.~G.~Zhadan, A.~A.~Orlov
\paper Primal-dual Newton method for a~linear problem of semidefinite programming
\serial Trudy Inst. Mat. i Mekh. UrO RAN
\yr 2013
\vol 19
\issue 2
\pages 157--169
\mathnet{http://mi.mathnet.ru/timm941}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3363382}
\elib{https://elibrary.ru/item.asp?id=19053977}
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  • https://www.mathnet.ru/eng/timm/v19/i2/p157
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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