Direct newton method for a~linear problem of semidefinite programming
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 14 (2008) no. 2, pp. 67-80
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We consider a linear problem of semidefinite programming. To solve this problem, we propose a direct Newton method, which is a generalization of the direct barrier-Newton method for problems of linear programming. We study properties of the method and prove its local convergence.
@article{TIMM_2008_14_2_a7,
author = {V. G. Zhadan},
title = {Direct newton method for a~linear problem of semidefinite programming},
journal = {Trudy Instituta matematiki i mehaniki},
pages = {67--80},
publisher = {mathdoc},
volume = {14},
number = {2},
year = {2008},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TIMM_2008_14_2_a7/}
}
V. G. Zhadan. Direct newton method for a~linear problem of semidefinite programming. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 14 (2008) no. 2, pp. 67-80. http://geodesic.mathdoc.fr/item/TIMM_2008_14_2_a7/