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Superlinear Convergence of a Symmetric Primal-Dual Path Following Algorithm for Semidefinite Programming

✍ Scribed by Luo, Zhi-Quan; Sturm, Jos F.; Zhang, Shuzhong


Book ID
118204332
Publisher
Society for Industrial and Applied Mathematics
Year
1998
Tongue
English
Weight
344 KB
Volume
8
Category
Article
ISSN
1052-6234

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Symmetric primal-dual path-following alg
✍ Jos F. Sturm; Shuzhong Zhang πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 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