V. G. Zhadan, A. A. Orlov, “Primal-dual Newton method for a linear problem of semidefinite programming”, Trudy Inst. Mat. i Mekh. UrO RAN, 2013, Volume 19, Number 2,Pages <nobr>157

This article is cited in 1 paper

Primal-dual Newton method for a linear problem of semidefinite programming

V. G. Zhadan^a, A. A. Orlov^b

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

Abstract: A linear problem of semidefinite programming is considered, and the primal-dual Newton method is proposed for its solution. The superlinear local convergence of the method is established under the assumption that the primal and dual problems are nondegenerate and strictly complementary.

Keywords: semidefinite programming problem, Newton method, primal-dual method, local convergence.

UDC: 519.854

Received: 01.02.2013