A note on the calculation of step-lengths in interior-point methods for semidefinite programming

DOI10.1023/A:1013777203597zbMath0994.90105MaRDI QIDQ5961069

Kim-Chuan Toh

Publication date: 28 September 2002

Published in: Computational Optimization and Applications (Search for Journal in Brave)

zbMATH Keywords

semidefinite programminginterior point methodsLanczos iterationstep-length

Mathematics Subject Classification ID

Semidefinite programming (90C22) Interior-point methods (90C51)

Related Items (3)

A modified homogeneous potential reduction algorithm for solving the monotone semidefinite linear complementarity problem ⋮ On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0 ⋮ LFTB: an efficient algorithm to bound linear fractional transformations

Uses Software

• SDPLIB
• SDPHA
• SDPA
• SeDuMi
• SDPT3
• SDPpack

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