Symmetric primal-dual path-following alg
✍
Jos F. Sturm; Shuzhong Zhang
📂
Article
📅
1999
🏛
Elsevier Science
🌐
English
⚖ 667 KB
We propose a framework for developing and analyzing primal-dual interior point algorithms for semidefinite programming. This framework is an extension of the v-space approach that was developed by Kojima et al. (1991) for linear complementarity problems. The extension to semidefinite programming all