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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2016 Volume 56, Number 7, Pages 1248–1266 (Mi zvmmf10426)

This article is cited in 2 papers

A feasible dual affine scaling steepest descent method for the linear semidefinite programming problem

V. G. Zhadan

Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333, Russia

Abstract: The linear semidefinite programming problem is considered. The dual affine scaling method in which all current iterations belong to the feasible set is proposed for its solution. Moreover, the boundaries of the feasible set may be reached. This method is a generalization of a version of the affine scaling method that was earlier developed for linear programs to the case of semidefinite programming.

Key words: linear semidefinite programming problem, dual affine scaling method, steepest descent.

UDC: 519.658

Received: 02.08.2015

DOI: 10.7868/S0044466916070188


 English version:
Computational Mathematics and Mathematical Physics, 2016, 56:7, 1220–1237

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