On homogeneous interrior-point algorithms for semidefinite programming

DOI10.1080/10556789808805691zbMath0904.90118MaRDI QIDQ4391293

Florian A. Potra, Rongqin Sheng

Publication date: 19 January 1999

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556789808805691

zbMATH Keywords

semidefinite programming; homogeneous primal-dual feasibility model

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C05: Linear programming

Related Items

SDPT3 — A Matlab software package for semidefinite programming, Version 1.3, Sdpha: a Matlab implementation of homogeneous interior-point algorithms for semidefinite programming, Conic convex programming and self-dual embedding, An easy way to teach interior-point methods., Minimal condition number for positive definite Hankel matrices using semidefinite programming, Superlinear convergence of interior-point algorithms for semidefinite programming, On the behavior of the homogeneous self-dual model for conic convex optimization, Interior Point Methods for Nonlinear Optimization

Uses Software

• SDPHA
• SDPT3

Cites Work

• Unnamed Item
• On the Nesterov--Todd Direction in Semidefinite Programming
• An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
• An Interior-Point Method for Semidefinite Programming