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Abstract: This paper proposes a new predictor-corrector interior-point method for a class of semidefinite programs, which numerically traces the central trajectory in a space of Lagrange multipliers. The distinguished features of the method are full use of the BFGS quasi-Newton method in the corrector procedure and an application of the conjugate gradient method with an e#ective preconditioning matrix induced from the BFGS quasi-Newton method in the predictor procedure. Some preliminary numerical results ... (Update)
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