Geodesic
On convergence of the dual Newton method for linear semidefinite programming problem
The Bulletin of Irkutsk State University. Series Mathematics, Tome 4 (2011) no. 2, pp. 75-90

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The dual Newton method for linear semidefinite programming problem is considered. Under assumption that strict complementarity holds for solutions of the primal and dual problems the local convergence with linear rate is proved.
Keywords: semidefinite programming, dual problem, Newton's method
Mots-clés : local convergence. 
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     author = {V. G. Zhadan and A. A. Orlov},
     title = {On convergence of the dual {Newton} method for linear semidefinite programming problem},
     journal = {The Bulletin of Irkutsk State University. Series Mathematics},
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     url = {http://geodesic.mathdoc.fr/item/IIGUM_2011_4_2_a5/}
}
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V. G. Zhadan; A. A. Orlov. On convergence of the dual Newton method for linear semidefinite programming problem. The Bulletin of Irkutsk State University. Series Mathematics, Tome 4 (2011) no. 2, pp. 75-90. http://geodesic.mathdoc.fr/item/IIGUM_2011_4_2_a5/