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Dual interior point methods for linear semidefinite programming problems.

Authors :
Zhadan, V.
Orlov, A.
Source :
Computational Mathematics & Mathematical Physics. Dec2011, Vol. 51 Issue 12, p2031-2051. 21p.
Publication Year :
2011

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
09655425
Volume :
51
Issue :
12
Database :
Academic Search Index
Journal :
Computational Mathematics & Mathematical Physics
Publication Type :
Academic Journal
Accession number :
69868139
Full Text :
https://doi.org/10.1134/S0965542511120189