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

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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)

Cites Work

• A new polynomial-time algorithm for linear programming
• Semidefinite Programming
• Improved complexity using higher-order correctors for primal-dual Dikin affine scaling
• On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
• Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• Primal--Dual Path-Following Algorithms for Semidefinite Programming
• An Interior-Point Method for Semidefinite Programming
• Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
• A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
• Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
• Superlinear convergence of interior-point algorithms for semidefinite programming
• On the Nesterov--Todd Direction in Semidefinite Programming
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• The theory of linear programming:skew symmetric self-dual problems and the central path^*
• A study of search directions in primal-dual interior-point methods for semidefinite programming
• On sensitivity of central solutions in semidefinite programming
• Interior point techniques in optimization. Complementarity, sensitivity and algorithms
• Conical projection algorithms for linear programming
• Title not available (Why is that?)
• Symmetric primal-dual path-following algorithms for semidefinite programming
• A variation on Karmarkar’s algorithm for solving linear programming problems
• A modification of Karmarkar's linear programming algorithm
• An \(O(\sqrt {n} L)\) iteration bound primal-dual cone affine scaling algorithm for linear programming
• Affine scaling algorithm fails for semidefinite programming
• A primal projective interior point method for linear programming
• Primal-dual affine-scaling algorithms fail for semidefinite programming
• A new variant of the primal affine scaling algorithm for linear programs

Cited In (4)

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

Uses Software

• SDPHA

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