A primal interior point method for the linear semidefinite programming problem

The linear semidefinite programming problem is examined. A primal interior point method is proposed to solve this problem. It extends the barrier-projection method used for linear programs. The basic properties of the proposed method are discussed, and its local convergence is proved.

Saved in:
Bibliographic Details
Published in:Computational mathematics and mathematical physics 2008-10, Vol.48 (10), p.1746-1767
Main Authors: Babynin, M. S., Zhadan, V. G.
Format: Article
Language:English
Subjects:
Computational mathematics
Computational Mathematics and Numerical Analysis
Decomposition
Eigenvalues
Inequality
Linear programming
Mathematics
Mathematics and Statistics
Methods
Optimization
Semidefinite programming
Studies
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:The linear semidefinite programming problem is examined. A primal interior point method is proposed to solve this problem. It extends the barrier-projection method used for linear programs. The basic properties of the proposed method are discussed, and its local convergence is proved.
ISSN:0965-5425
1555-6662
DOI:10.1134/S0965542508100035