On convergence of the dual Newton method for a linear semidefinite programming problem

MaRDI QIDQ447684zbMATH OpenFDO

Authors Vitaliǐ Grigor'evich Zhadan, Aleksandr Alehseevich Orlov

Publication date 5 September 2012

Published in The Bulletin of Irkutsk State University. Series Mathematics (Search for Journal in Brave)

zbMATH Keywords

local convergenceNewton's methoddual problem

Mathematics Subject Classification ID

Semidefinite programming (90C22)

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Cited in

(15)

• Convergence of a short-step primal-dual algorithm based on the Gauss-Newton direction
• 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 method with steepest descent for the linear semidefinite programming problem: iterative process
• An admissible dual internal point method for a linear semidefinite programming problem
• A semilocal convergence analysis for Newton LP methods
• scientific article; zbMATH DE number 5778001 (Why is no real title available?)
• Dual interior point methods for linear semidefinite programming problems
• Convergence of a dual-variable vector sequence in a semi-definite programming problem
• Dual Newton's methods for linear second-order cone programming
• Quadratic Convergence of a Nonsmooth Newton-Type Method for Semidefinite Programs Without Strict Complementarity
• Generalized Newton method for linear optimization problems with inequality constraints
• A semismooth Newton based dual proximal point algorithm for maximum eigenvalue problem
• On the Convergence Rate of Dual Ascent Methods for Linearly Constrained Convex Minimization
• Convergence of the primal-dual Newton method for linear programming problems

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