Convergence of a short-step primal-dual algorithm based on the Gauss-Newton direction

DOI10.1155/S1110757X03301081zbMath1080.65537OpenAlexW2042487687MaRDI QIDQ2570863

Serge G. Kruk, Henry Wolkowicz

Publication date: 31 October 2005

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/52068

zbMATH Keywords

convergencestrict complementaritysemidefinite programsinterior-point primal-dual algorithmapproximate path-followingGauss-Newton direction

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Interior-point methods (90C51)

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