Polynomial Convergence of a New Family of Primal-Dual Algorithms for Semidefinite Programming
From MaRDI portal
Publication:4702299
DOI10.1137/S1052623496312836zbMath0960.65072OpenAlexW2084622916MaRDI QIDQ4702299
Renato D. C. Monteiro, Takashi Tsuchiya
Publication date: 24 November 1999
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623496312836
Newton's methodsemidefinite programminginterior-point methodspolynomial complexitypath-following methodsprimal-dual methods
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Interior-point methods (90C51)
Related Items (12)
A New Iteration Large-Update Primal-Dual Interior-Point Method for Second-Order Cone Programming ⋮ A method for weighted projections to the positive definite cone ⋮ A limiting analysis on regularization of singular SDP and its implication to infeasible interior-point algorithms ⋮ Curvature integrals and iteration complexities in SDP and symmetric cone programs ⋮ Asymptotic behavior of underlying NT paths in interior point methods for monotone semidefinite linear complementarity problems ⋮ $LDL^T$ Direction Interior Point Method for Semidefinite Programming ⋮ Invariance and efficiency of convex representations ⋮ Interior point method on semi-definite linear complementarity problems using the Nesterov-Todd (NT) search direction: polynomial complexity and local convergence ⋮ A relaxed logarithmic barrier method for semidefinite programming ⋮ A study of search directions in primal-dual interior-point methods for semidefinite programming ⋮ Implementation of primal-dual methods for semidefinite programming based on Monteiro and Tsuchiya Newton directions and their variants ⋮ A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming
This page was built for publication: Polynomial Convergence of a New Family of Primal-Dual Algorithms for Semidefinite Programming