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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2011, Volume 51, Number 12, Pages 2158–2180 (Mi zvmmf9584)  
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
Full-text PDF (349 kB) Citations (3)
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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
English version:
Computational Mathematics and Mathematical Physics, 2011, Volume 51, Issue 12, Pages 2031–2051
DOI: https://doi.org/10.1134/S0965542511120189
Bibliographic databases:
Document Type: Article
UDC: 519.658.4
Language: Russian
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
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/zvmmf/v51/i12/p2158
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    Full-text PDF :196
    References:46
    First page:20
     
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