On long-step predictor-corrector interior-point algorithm for semidefinite programming with Monteiro-Zhang unified search directions

DOI10.1080/10556789908805747zbMath0957.90106OpenAlexW2020874612MaRDI QIDQ4504776

Masayuki Shida

Publication date: 14 September 2000

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556789908805747

zbMATH Keywords

interior-point algorithmAlizadeh-Haeberly-Overton search directionmonotone semidefintie linear complementarityMonteiro-Zhang unified search directions

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming
• Symmetric primal-dual path-following algorithms for semidefinite programming
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• Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
• Polynomiality of primal-dual algorithms for semidefinite linear complementarity problems based on the Kojima-Shindoh-Hara family of directions
• Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
• On the Nesterov--Todd Direction in Semidefinite Programming
• A Superlinearly Convergent Primal-Dual Infeasible-Interior-Point Algorithm for Semidefinite Programming
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• Primal--Dual Path-Following Algorithms for Semidefinite Programming
• On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
• Existence and Uniqueness of Search Directions in Interior-Point Algorithms for the SDP and the Monotone SDLCP
• A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh--Haeberly--Overton Search Direction
• An Interior-Point Method for Semidefinite Programming

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