A primal–dual regularized interior-point method for semidefinite programming

DOI10.1080/10556788.2016.1235708zbMATH Open1365.90189OpenAlexW2531901171MaRDI QIDQ5268898FDOQ5268898

Author name not available (Why is that?)

Publication date: 21 June 2017

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

Full work available at URL: https://doi.org/10.1080/10556788.2016.1235708

regularization semidefinite programming degeneracy Slater's condition interior-point method symmetric quasi-definite

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Interior-point methods (90C51) Semidefinite programming (90C22) Duality theory (optimization) (49N15)

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Cited In (9)

Title not available (Why is that?)
An interior point-proximal method of multipliers for linear positive semi-definite programming
An Efficient Primal-Dual Interior-Point Method for Minimizing a Sum of Euclidean Norms
A globally convergent regularized interior point method for constrained optimization
Title not available (Why is that?)
Title not available (Why is that?)
A class of polynomial primal-dual interior-point algorithms for semidefinite optimization
A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality
Lagrangian Dual Interior-Point Methods for Semidefinite Programs

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