Implementation of primal-dual methods for semidefinite programming based on Monteiro and Tsuchiya Newton directions and their variants

DOI10.1080/10556789908805749zbMath0957.90105OpenAlexW2055592063MaRDI QIDQ4504778

Paulo R. Zanjácomo, Renato D. C. Monteiro

Publication date: 2 April 2001

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

Full work available at URL: https://doi.org/10.1080/10556789908805749

zbMATH Keywords

semidefinite programminginterior-point methodspredictor-corrector methodscentral pathhigher-order methodsnumerical implementationpath-following methodsNewton directions

Mathematics Subject Classification ID

Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31) Interior-point methods (90C51)

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