Initialization in semidefinite programming via a self-dual skew-symmetric embedding

DOI10.1016/S0167-6377(97)00011-4zbMath0881.90096WikidataQ126643518 ScholiaQ126643518MaRDI QIDQ1362529

Etienne de Klerk, Tamás Terlaky, Cornelis Roos

Publication date: 2 March 1998

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

semidefinite programmingdualityinterior point algorithmscentral pathinitializationself-dual skew-symmetric problem

Mathematics Subject Classification ID

Linear programming (90C05)

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Uses Software

• SDPHA

Cites Work

• Unnamed Item
• Convergence behavior of interior-point algorithms
• Superlinear convergence of interior-point algorithms for semidefinite programming
• Approximate Farkas lemmas and stopping rules for iterative infeasible-point algorithms for linear programming
• Symmetric primal-dual path-following algorithms for semidefinite programming
• On homogeneous and self-dual algorithms for LCP
• Complementarity and nondegeneracy in semidefinite programming
• An exact duality theory for semidefinite programming and its complexity implications
• On a homogeneous algorithm for the monotone complementarity problem
• On the Rank of Extreme Matrices in Semidefinite Programs and the Multiplicity of Optimal Eigenvalues
• Interior Point Trajectories in Semidefinite Programming
• An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
• The theory of linear programming:skew symmetric self-dual problems and the central path^*
• Semidefinite Programming

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