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JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive
Trudy Inst. Mat. i Mekh. UrO RAN, 2014 Volume 20, Number 2, Pages 145–160 (Mi timm1066)
This article is cited in 2 papers

On a variant of a feasible affine scaling method for semidefinite programming

V. G. Zhadan

Dorodnitsyn Computing Centre of the Russian Academy of Sciences

Abstract: A linear problem of semidefinite programming is considered. For its solution, a primal feasible affine scaling method is proposed, in which the points of the iterative process may belong to the boundary of the feasible set.

Keywords: linear semidefinite programming problem, primal affine scaling method, steepest descent.

UDC: 519.856

Received: 01.02.2014



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