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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2011, Volume 51, Number 12, Pages 2158–2180
(Mi zvmmf9584)
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This article is cited in 3 scientific papers (total in 3 papers)
Dual interior point methods for linear semidefinite programming problems
V. G. Zhadan, A. A. Orlov Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333 Russia
Abstract:
Dual interior point methods for solving linear semidefinite programming problems are proposed. These methods are an extension of dual barrier-projection methods for linear programs. It is shown that the proposed methods converge locally at a linear rate provided that the solutions to the primal and dual problems are nondegenerate.
Key words:
semidefinite programming problem, dual method, interior point method, local convergence.
Received: 31.05.2011
Citation:
V. G. Zhadan, A. A. Orlov, “Dual interior point methods for linear semidefinite programming problems”, Zh. Vychisl. Mat. Mat. Fiz., 51:12 (2011), 2158–2180; Comput. Math. Math. Phys., 51:12 (2011), 2031–2051
Linking options:
https://www.mathnet.ru/eng/zvmmf9584 https://www.mathnet.ru/eng/zvmmf/v51/i12/p2158
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Statistics & downloads: |
Abstract page: | 396 | Full-text PDF : | 209 | References: | 54 | First page: | 20 |
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