Superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite programming
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- Shinji Mizuno & Michael J. Todd & Yinyu Ye, 1993. "On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming," Mathematics of Operations Research, INFORMS, vol. 18(4), pages 964-981, November.
- NESTEROV , Yurii & TODD , Michael, 1995. "Primal-Dual Interior-Point Methods for Self-Scaled Cones," LIDAM Discussion Papers CORE 1995044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- R. D. C. Monteiro & Jong-Shi Pang, 1998. "On Two Interior-Point Mappings for Nonlinear Semidefinite Complementarity Problems," Mathematics of Operations Research, INFORMS, vol. 23(1), pages 39-60, February.
- F. A. Potra & R. Sheng, 1998. "Superlinear Convergence of Interior-Point Algorithms for Semidefinite Programming," Journal of Optimization Theory and Applications, Springer, vol. 99(1), pages 103-119, October.
- J.F. Sturm & S. Zhang, 1998. "On Sensitivity of Central Solutions in Semidefinite Programming," Tinbergen Institute Discussion Papers 98-040/4, Tinbergen Institute.
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Keywords
central path; path following; semidefinite programming; superlinear convergence;All these keywords.
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