A Scaled Gauss--Newton Primal-Dual Search Direction for Semidefinite Optimization

DOI10.1137/S1052623499352632zbMath1001.65060OpenAlexW2014632088MaRDI QIDQ2706359

Etienne de Klerk, Tamás Terlaky, Cornelis Roos, Jiming Peng

Publication date: 19 March 2001

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623499352632

zbMATH Keywords

scalingleast squaressemidefinite optimizationinterior point algorithmsworst-case iteration complexityprimal-dual search directionsGausss-Newton direction

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22)

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Uses Software

• SDPT3