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

Zh. Vychisl. Mat. Mat. Fiz., 2011 Volume 51, Number 12, Pages 2158–2180 (Mi zvmmf9584)

This article is cited in 3 papers

Dual interior point methods for linear semidefinite programming problems

V. G. Zhadan, A. A. Orlov

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

Abstract: Dual interior point methods for solving linear semidefinite programming problems are proposed. These methods are an extension of dual barrier-projection methods for linear programs. It is shown that the proposed methods converge locally at a linear rate provided that the solutions to the primal and dual problems are nondegenerate.

Key words: semidefinite programming problem, dual method, interior point method, local convergence.

UDC: 519.658.4

Received: 31.05.2011


 English version:
Computational Mathematics and Mathematical Physics, 2011, 51:12, 2031–2051

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