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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 2012 Issue 2, Pages 25–40 (Mi at3609)

This article is cited in 1 paper

Linear and Nonlinear Programming

An admissible dual internal point method for a linear semidefinite programming problem

V. G. Zhadana, A. A. Orlovb

a Dorodnitsyn Computing Centre, Russian Academy of Sciences, Moscow, Russia
b Moscow Institute (State University) of Physics and Technology, Moscow, Russia

Abstract: We consider a linear semidefinite programming problem. To solve this problem, we propose a dual numerical method from the class of affine scaling methods. We use Ostrovskii's theorem to establish its local convergence. We also show results for test problems.

Presented by the member of Editorial Board: A. I. Kibzun

Received: 06.06.2011


 English version:
Automation and Remote Control, 2012, 73:2, 232–246

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