A predictor--corrector algorithm for QSDP combining Dikin-type and Newton centering steps
From MaRDI portal
Publication:5959291
DOI10.1023/A:1012994820412zbMath1169.90457MaRDI QIDQ5959291
Publication date: 26 March 2002
Published in: Annals of Operations Research (Search for Journal in Brave)
semi-definite programmingcentral pathcorrector steppotential functionDikin-type steppredictor stepquadratic term
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Mathematical programming (90C99)
Related Items (20)
A method for weighted projections to the positive definite cone ⋮ Gradient methods and conic least-squares problems ⋮ A wide neighborhood arc-search interior-point algorithm for convex quadratic programming with box constraints and linear constraints ⋮ A full Nesterov-Todd-step feasible primal-dual interior point algorithm for convex quadratic semi-definite optimization ⋮ A wide neighborhood interior-point algorithm for convex quadratic semidefinite optimization ⋮ A large-update feasible interior-point algorithm for convex quadratic semi-definite optimization based on a new kernel function ⋮ A large-update interior-point algorithm for convex quadratic semi-definite optimization based on a new kernel function ⋮ A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs ⋮ A new full Nesterov-Todd step feasible interior-point method for convex quadratic symmetric cone optimization ⋮ A unified kernel function approach to primal-dual interior-point algorithms for convex quadratic SDO ⋮ Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization ⋮ Unnamed Item ⋮ Primal-dual interior-point algorithm for convex quadratic semi-definite optimization ⋮ QSDPNAL: a two-phase augmented Lagrangian method for convex quadratic semidefinite programming ⋮ An inexact spectral bundle method for convex quadratic semidefinite programming ⋮ A Polynomial-time Interior-point Algorithm for Convex Quadratic Semidefinite Optimization ⋮ An inexact primal-dual path following algorithm for convex quadratic SDP ⋮ A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming ⋮ A primal-dual interior-point algorithm for symmetric cone convex quadratic programming based on the commutative class directions ⋮ Research Article: On Extending Primal-Dual Interior-Point Method for Linear Optimization to Convex Quadratic Symmetric Cone Optimization
This page was built for publication: A predictor--corrector algorithm for QSDP combining Dikin-type and Newton centering steps