Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: iterative process

DOI10.1134/S0965542522040133MaRDI QIDQ2672023zbMATH OpenFDO

Authors Yanyan Li

Publication date 8 June 2022

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

iterative processsteepest descentlinear semidefinite programming problemprimal-dual Newton method

Mathematics Subject Classification ID

Semidefinite programming (90C22) Methods of quasi-Newton type (90C53)

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Cites work

• scientific article; zbMATH DE number 1261669 (Why is no real title available?)
• scientific article; zbMATH DE number 729680 (Why is no real title available?)
• scientific article; zbMATH DE number 5191993 (Why is no real title available?)
• Aspects of semidefinite programming. Interior point algorithms and selected applications
• Complementarity and nondegeneracy in semidefinite programming
• Convergence of the primal-dual Newton method for linear programming problems
• First- and second-order methods for semidefinite programming
• Handbook of semidefinite programming. Theory, algorithms, and applications
• Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
• ON MATRICES DEPENDING ON PARAMETERS
• Primal-dual Newton method for linear programming problems
• Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: Newton's system of equations
• Semidefinite Programming
• Semidefinite optimization
• The Elimination Matrix: Some Lemmas and Applications

Cited in

(4)

• Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: Newton's system of equations
• Direct Newton method for a linear problem of semidefinite programming
• Primal-dual Newton's method with steepest descent for linear programming
• A scaled Gauss--Newton primal-dual search direction for semidefinite optimization

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