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Primal--Dual Path-Following Algorithms for Semidefinite Programming

✍ Scribed by Monteiro, Renato D. C.


Book ID
118204321
Publisher
Society for Industrial and Applied Mathematics
Year
1997
Tongue
English
Weight
337 KB
Volume
7
Category
Article
ISSN
1052-6234

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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