Primal-Dual Interior-Point Methods for Semidefinite Programming in Finite Precision

DOI10.1137/S105262349731950XMaRDI QIDQ4943940zbMATH OpenFDO

Authors Ming Gu

Publication date 19 March 2000

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S105262349731950X

zbMATH Keywords

error analysissemidefinite programmingnumerical experimentsnumerical stabilitySchur complementprimal-dual interior-point methodAHO methodTTT method

Mathematics Subject Classification ID

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

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Cited in

(9)

• scientific article; zbMATH DE number 5734472 (Why is no real title available?)
• Some new search directions for primal-dual interior point methods in semidefinite programming
• An interior point-proximal method of multipliers for linear positive semi-definite programming
• A study of search directions in primal-dual interior-point methods for semidefinite programming
• On the Turing model complexity of interior point methods for semidefinite programming
• The Q method for symmetric cone programming
• scientific article; zbMATH DE number 741122 (Why is no real title available?)
• Avoiding numerical cancellation in the interior point method for solving semidefinite programs
• The RPR2 rounding technique for semidefinite programs

Describes a project that uses

Uses Software

• mctoolbox
• SDPpack
• CSDP

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