Primal-dual potential reduction methods for semidefinite programming using affine-scaling directions

DOI10.1016/S0168-9274(98)00101-9MaRDI QIDQ1294553zbMATH OpenOpenAlexFDO

Authors E. de Klerk, C. Roos, Tamás Terlaky

Publication date 29 June 1999

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0168-9274(98)00101-9

zbMATH Keywords

semidefinite programminginterior-point methodpotential reduction methodprimal-dual affine-scaling methods

Mathematics Subject Classification ID

Interior-point methods (90C51) Semidefinite programming (90C22) Numerical methods involving duality (49M29)

Recommendations

• Polynomial primal-dual affine scaling algorithms in semidefinite programming
• Primal-dual affine-scaling algorithms fail for semidefinite programming
• Primal--Dual Path-Following Algorithms for Semidefinite Programming

Cites work

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• A Centered Projective Algorithm for Linear Programming
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• A long-step primal-dual path-following method for semidefinite programming
• A new polynomial-time algorithm for linear programming
• A primal-dual potential reduction method for problems involving matrix inequalities
• An \(O(n^ 3L)\) potential reduction algorithm for linear programming
• Implementation of primal-dual methods for semidefinite programming based on Monteiro and Tsuchiya Newton directions and their variants
• Initialization in semidefinite programming via a self-dual skew-symmetric embedding
• Long-step strategies in interior-point primal-dual methods
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• On the Nesterov--Todd Direction in Semidefinite Programming
• Polynomial primal-dual affine scaling algorithms in semidefinite programming
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• Semidefinite Programming
• Sizing and Least-Change Secant Methods
• Symmetric primal-dual path-following algorithms for semidefinite programming
• The projective method for solving linear matrix inequalities

Cited in

(6)

• Improved complexity using higher-order correctors for primal-dual Dikin affine scaling
• A primal-dual affine-scaling potential-reduction algorithm for linear programming
• A scaled Gauss--Newton primal-dual search direction for semidefinite optimization
• Primal-dual affine-scaling algorithms fail for semidefinite programming
• Affine reductions for LPs and SDPs
• Primal-dual potential reduction algorithm for symmetric programming problems with nonlinear objective functions

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