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Abstract: The presentation is divided into two parts. In Part I we introduce a primal--dual path--following interior point method for positive semidefinite programming based on the linearization of ZX \GammaŻI . This linearization leads to unsymmetric updates \DeltaX for X but by using the symmetric part of \DeltaX only, convergence can be guaranteed. The algorithm is well suited for the predictor--corrector approach proposed by Mehrotra [48] and is very efficient in practice. In Part II we employ the... (Update)
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BibTeX entry: (Update)
Christoph Helmberg, Franz Rendl, Robert J. Vanderbei, and Henry Wolkowicz. An interior-- point method for semidefinite programming. SIAM Journal on Optimization, 6(2):342--361, 1996. http://citeseer.ist.psu.edu/helmberg94interior.html More
@article{ helmberg96interior,
author = "C. Helmberg and F. Rendl and R. J. Vanderbei and H. Wolkowicz",
title = "An interior point method for semidefinite programming",
journal = "SIAM Journal on Optimization",
pages = "342--361",
year = "1996",
url = "citeseer.ist.psu.edu/helmberg94interior.html" }
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