A wide neighborhood interior-point algorithm for convex quadratic semidefinite optimization

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Cites work

A full Nesterov-Todd-step feasible primal-dual interior point algorithm for convex quadratic semi-definite optimization
A Mehrotra-type predictor-corrector infeasible-interior-point method with a new one-norm neighborhood for symmetric optimization
A new class of large neighborhood path-following interior point algorithms for semidefinite optimization with $O(\sqrt{n}\log\frac{\text{Tr}(X^0S^0)}{\varepsilon})$ iteration complexity
A new full Nesterov-Todd step feasible interior-point method for convex quadratic symmetric cone optimization
A new infeasible-interior-point algorithm based on wide neighborhoods for symmetric cone programming
A new polynomial-time algorithm for linear programming
A new second-order corrector interior-point algorithm for semidefinite programming
A new wide neighborhood primal-dual infeasible-interior-point method for symmetric cone programming
A predictor--corrector algorithm for QSDP combining Dikin-type and Newton centering steps
A second-order mehrotra-type predictor-corrector algorithm with a new wide neighbourhood for semi-definite programming
A smoothing Newton method for a type of inverse semi-definite quadratic programming problem
An O$(\sqrtn L)$ Iteration Primal-dual Path-following Method, Based on Wide Neighborhoods and Large Updates, for Monotone LCP
An inexact primal-dual path following algorithm for convex quadratic SDP
Application of a control variate Monte Carlo method for pricing basket option under stochastic interest rates
Extension of primal-dual interior point algorithms to symmetric cones
scientific article; zbMATH DE number 194139 (Why is no real title available?)
Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
Neighborhood-following algorithms for linear programming
On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
Polynomial Convergence of Primal-Dual Algorithms for Semidefinite Programming Based on the Monteiro and Zhang Family of Directions
Primal-Dual Interior-Point Methods for Self-Scaled Cones
Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results

Cited in

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Two wide neighborhood interior-point methods for symmetric cone optimization
A polynomial-time interior-point algorithm for convex quadratic semidefinite optimization
A wide neighbourhood interior-point method with iteration-complexity bound for semidefinite programming
An efficient algorithm for convex quadratic semi-definite optimization
An $O(\sqrt nL)$ wide neighborhood interior-point algorithm for semidefinite optimization
A new wide neighbourhood primal-dual interior-point algorithm for semidefinite optimization

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