Implementation of primal-dual methods for semidefinite programming based on Monteiro and Tsuchiya Newton directions and their variants
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Publication:4504778
DOI10.1080/10556789908805749zbMath0957.90105MaRDI QIDQ4504778
Renato D. C. Monteiro, Paulo R. Zanjácomo
Publication date: 2 April 2001
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556789908805749
semidefinite programming; interior-point methods; predictor-corrector methods; central path; higher-order methods; numerical implementation; path-following methods; Newton directions
90C22: Semidefinite programming
90C31: Sensitivity, stability, parametric optimization
90C51: Interior-point methods
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