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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2016, Volume 56, Number 7, Pages 1248–1266
DOI: https://doi.org/10.7868/S0044466916070188 (Mi zvmmf10426) 		 
This article is cited in 2 scientific papers (total in 2 papers)

A feasible dual affine scaling steepest descent method for the linear semidefinite programming problem

V. G. Zhadan

Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333, Russia
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DOI: https://doi.org/10.7868/S0044466916070188
Abstract: The linear semidefinite programming problem is considered. The dual affine scaling method in which all current iterations belong to the feasible set is proposed for its solution. Moreover, the boundaries of the feasible set may be reached. This method is a generalization of a version of the affine scaling method that was earlier developed for linear programs to the case of semidefinite programming.
Key words: linear semidefinite programming problem, dual affine scaling method, steepest descent.
Funding agency Grant number
Russian Foundation for Basic Research 15-01-08259_а
Russian Academy of Sciences - Federal Agency for Scientific Organizations I. 33 П
Ministry of Education and Science of the Russian Federation НШ-8860.2016.1
Received: 02.08.2015
English version:
Computational Mathematics and Mathematical Physics, 2016, Volume 56, Issue 7, Pages 1220–1237
DOI: https://doi.org/10.1134/S0965542516070186
Bibliographic databases:
Document Type: Article
UDC: 519.658
Language: Russian
Citation: V. G. Zhadan, “A feasible dual affine scaling steepest descent method for the linear semidefinite programming problem”, Zh. Vychisl. Mat. Mat. Fiz., 56:7 (2016), 1248–1266; Comput. Math. Math. Phys., 56:7 (2016), 1220–1237
Citation in format AMSBIB
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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