(Enter summary)
Abstract: We present a unified analysis for a class of long-step primal-dual path-following algorithms
for semidefinite programming whose search directions are obtained through linearization of
the symmetrized equation of the central path HP (XS) j [P XSP
\Gamma1
+ (PXSP
\Gamma1
)
T
]=2 = ¯I,
introduced by Zhang. At an iterate (X; S), we choose a scaling matrix P from the class of
nonsingular matrices P such that PXSP
\Gamma1
is symmetric. This class of matrices includes the
three well-known... (Update)
Context of citations to this paper: More
...and step lengths, and does not add any equality constraints in the original SDP formulation. Various search directions [1, 13, 15, 16, 20, 21, 24, 27] have been proposed so far for primal dual interior point methods. Among others, we restrict ourselves to the HRVW KSH M...
...as perturbed Newton s methods applied to (4.24a) 4.24b) 4.25) Examples of symmetrizations (4. 25) include the Monteiro Zhang family [15], in which Theta(X; S) HP (XS) where HP (M ) 1 2 Theta PMP Gamma1 (PMP Gamma1 ) T ; with a given a nonsingular matrix P...
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BibTeX entry: (Update)
R.D.C. MONTEIRO and Y. ZHANG. A unified analysis for a class of longstep primal-dual path-following interior-point algorithms for semidefinite programming. Math. Programming, 81(3, Ser. A):281--299, 1998. http://citeseer.ist.psu.edu/monteiro98unified.html More
@article{ monteiro98unified,
author = "R. D. C. {MONTEIRO} and Y. {ZHANG}",
title = "A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming",
volume = "81",
number = "3, Ser. A",
pages = "281--299",
year = "1998",
url = "citeseer.ist.psu.edu/monteiro98unified.html" }
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An interior-point method for semidefinite programming
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A primal-dual potential reduction method for problems involv..
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Polynomial convergence of primal-dual algorithms for semidef..
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On extending some primal-dual interior-Point algorithms from..
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Local convergence of predictor-corrector infeasibleinterior ..
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