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JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2016 Volume 22, Number 3, Pages 90–100 (Mi timm1324)

This article is cited in 2 papers

A variant of the dual simplex method for a linear semidefinite programming problem

V. G. Zhadan

Federal Research Center "Computer Science and Control" of Russian Academy of Sciences

Abstract: A linear semidefinite programming problem in the standard statement is considered, and a variant of the dual simplex method is proposed for its solution. This variant generalizes the corresponding method for linear programming problems. The transfer from an extreme point of the feasible set to another extreme point is described. The convergence of the method is proved.

Keywords: linear semidefinite programming problem, dual problem, extreme points, dual simplex method.

UDC: 519.856

MSC: 90С22

Received: 16.05.2016

DOI: 10.21538/0134-4889-2016-22-3-90-100


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplement Issues), 2017, 299, suppl. 1, S246–S256

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