Primal-Dual Interior-Point Methods for Semidefinite Programming in Finite Precision

DOI10.1137/S105262349731950XzbMath0966.90083MaRDI QIDQ4943940

Ming Gu

Publication date: 19 March 2000

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

semidefinite programmingSchur complementnumerical experimentserror analysisnumerical stabilityprimal-dual interior-point methodAHO methodTTT method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Interior-point methods (90C51)

Related Items (3)

The \(Q\) method for symmetric cone programming ⋮ On the Turing Model Complexity of Interior Point Methods for Semidefinite Programming ⋮ An interior point-proximal method of multipliers for linear positive semi-definite programming

Uses Software

• CSDP
• SDPpack
• mctoolbox

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