Direct Newton method for a linear problem of semidefinite programming

DOI10.1134/S0081543808060138MaRDI QIDQ735655zbMATH OpenFDO

Authors D. Kharzeev

Publication date 23 October 2009

Published in Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

zbMATH Keywords

dual variables

Mathematics Subject Classification ID

Semidefinite programming (90C22) Methods of quasi-Newton type (90C53)

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Cites work

• scientific article; zbMATH DE number 1261669 (Why is no real title available?)
• A primal interior point method for the linear semidefinite programming problem
• Aspects of semidefinite programming. Interior point algorithms and selected applications
• Stable barrier-projection and barrier-Newton methods in linear programming
• The Elimination Matrix: Some Lemmas and Applications

Cited in

(5)

• scientific article; zbMATH DE number 5926294 (Why is no real title available?)
• Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: Newton's system of equations
• Some structural properties of a Newton-type method for semidefinite programs
• Newton's method for minimizing a convex twice differentiable function on a preconvex set
• On convergence of the dual Newton method for a linear semidefinite programming problem

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