Symmetric primal-dual path-following alg
β
Jos F. Sturm; Shuzhong Zhang
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Article
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1999
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Elsevier Science
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English
β 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