Lagrangian Dual Interior-Point Methods for Semidefinite Programs (Q4785859)

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scientific article; zbMATH DE number 1848675
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Lagrangian Dual Interior-Point Methods for Semidefinite Programs
scientific article; zbMATH DE number 1848675

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    Lagrangian Dual Interior-Point Methods for Semidefinite Programs (English)
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    5 January 2003
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    semidefinite program
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    linear program over convex cones
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    primal-dual interior-point method
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    predictor-corrector method
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    Lagrangian dual
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    BFGS quasi-Newton method
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    conjugate gradient method
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