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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2008, Volume 48, Number 10, Pages 1780–1801
(Mi zvmmf95)
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This article is cited in 10 scientific papers (total in 10 papers)
A primal interior point method for the linear semidefinite programming problem
M. S. Babynin, V. G. Zhadan Kurchatov Institute of Atomic Energy, Moscow, Russia
Abstract:
The linear semidefinite programming problem is examined. A primal interior point method is proposed to solve this problem. It extends the barrier-projection method used for linear programs. The basic properties of the proposed method are discussed, and its local convergence is proved.
Key words:
semidefinite programming problem, primal method, interior point method, local convergence.
Received: 09.11.2007
Citation:
M. S. Babynin, V. G. Zhadan, “A primal interior point method for the linear semidefinite programming problem”, Zh. Vychisl. Mat. Mat. Fiz., 48:10 (2008), 1780–1801; Comput. Math. Math. Phys., 48:10 (2008), 1746–1767
Linking options:
https://www.mathnet.ru/eng/zvmmf95 https://www.mathnet.ru/eng/zvmmf/v48/i10/p1780
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Abstract page: | 840 | Full-text PDF : | 634 | References: | 52 | First page: | 16 |
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