| , Primal-dual path following algorithms for semidefinite programming, SIAM Journal on Optimization, 7 (1997), pp. 663--678. |
.... proposed interior point algorithms for solving SDP problems, including Alizadeh, Haeberly and Overton [2] Freund [3] Helmberg, Rendl, Vanderbei and Wolkowicz [4] Jarre [5] Kojima, Shida and Shindoh [8] Kojima, Shindoh and Hara [11] Lin and Saigal [12] Luo, Sturm and Zhang [13] Monteiro [15, 16], Monteiro and Tsuchiya [19] Monteiro and Zhang [21] Nesterov and Nemirovskii [24] Nesterov and Todd [26, 27] Potra and Sheng [28] Sturm and Zhang [30] Tseng [35] Vandenberghe and Boyd [36] and Zhang [38] Most of these more recent works are concentrated on primal dual methods. The first ....
.... Todd and Ye [14] use one of the following three search directions: i) the Alizadeh, Haeberly and Overton (AHO) direction proposed in [2] ii) a direction independently proposed by Helmberg, Rendl, Vanderbei and Wolkowicz [4] and Kojima, Shindoh and Hara [11] and later rediscovered by Monteiro [16], which we refer to as the HRVW KSH M direction and, iii) the Nesterov and Todd (NT) direction introduced in [26, 27] Application of Newton method to the central path equation XS = oe I results in an equation of the form X DeltaS DeltaX S = oe I Gamma XS; 1) which in general yields ....
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, Primal-dual path following algorithms for semidefinite programming, SIAM Journal on Optimization, 7 (1997), pp. 663--678.
....matrices. These applications yield new interior point methods for solving these problems whose convergence can be established under some mild assumptions. It should be noted that many interior point methods for the linear version of these problems have been proposed in the literature (e.g. see [1, 2, 3, 4, 6, 8, 10, 11, 12, 15, 16, 19, 20, 22, 23, 24, 25, 26, 27, 29, 32, 34, 35, 37]) We explain some terminology and fix the notation used throughout the paper. For a given subset S of n , we let int S, cl S, and bd S denote, respectively, the interior, closure, and boundary of S. If the mapping H is (Fr echet) differentiable at a point x in its domain, the Jacobian ....
, Primal-dual path following algorithms for semidefinite programming, SIAM Journal on Optimization, 7 (1997), pp. 663--678.
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