Polynomial primal-dual cone affine scaling for semidefinite programming

DOI10.1016/S0168-9274(98)00100-7zbMATH Open0956.90025OpenAlexW2138549351MaRDI QIDQ1294555FDOQ1294555

Authors Arjan B. Berkelaar, Jos F. Sturm, Shuzhong Zhang

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)00100-7

zbMATH Keywords

semidefinite programmingaffine scalingprimal-dual interior point methods

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3301975 (Why is no real title available?)
• A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
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• An Interior-Point Method for Semidefinite Programming
• An \(O(\sqrt {n} L)\) iteration bound primal-dual cone affine scaling algorithm for linear programming
• Conical projection algorithms for linear programming
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• Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
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• On sensitivity of central solutions in semidefinite programming
• On the Nesterov--Todd Direction in Semidefinite Programming
• Primal--Dual Path-Following Algorithms for Semidefinite Programming
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
• Primal-dual affine-scaling algorithms fail for semidefinite programming
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• Semidefinite Programming
• Superlinear convergence of interior-point algorithms for semidefinite programming
• Symmetric primal-dual path-following algorithms for semidefinite programming
• The theory of linear programming:skew symmetric self-dual problems and the central path^*

Cited in

(4)

• Symmetric primal-dual path-following algorithms for semidefinite programming
• Primal-dual affine-scaling algorithms fail for semidefinite programming
• Semidefinite relaxation bounds for bi-quadratic optimization problems with quadratic constraints
• Similarity and other spectral relations for symmetric cones

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Uses Software

• SDPHA

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