Nonsymmetric Search Directions for Semidefinite Programming

DOI10.1137/S1052623498333883MaRDI QIDQ4702313zbMATH OpenOpenAlexFDO

Authors Nathan W. Brixius, Florian A. Potra, Rongqin Sheng

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/s1052623498333883

zbMATH Keywords

high accuracyinterior-point algorithmnonsymmetric search directionnumerical examplessemidefinite programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Interior-point methods (90C51)

Recommendations

• A study of search directions in primal-dual interior-point methods for semidefinite programming
• Some new search directions for primal-dual interior point methods in semidefinite programming
• A note on the Nesterov-Todd and the Kojima-Shindoh-hara search directions in semidefinite programming
• On the Nesterov--Todd Direction in Semidefinite Programming

Cited in

(4)

• Exploiting sparsity in primal-dual interior-point methods for semidefinite programming
• Primal--Dual Path-Following Algorithms for Semidefinite Programming
• A note on the Nesterov-Todd and the Kojima-Shindoh-hara search directions in semidefinite programming
• A relaxed logarithmic barrier method for semidefinite programming

Describes a project that uses

Uses Software

• SDPT3
• SDPpack

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