Geodesic
Primal-dual Newton method for a linear problem of semidefinite programming
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 19 (2013) no. 2, pp. 157-169 Cet article a éte moissonné depuis la source Math-Net.Ru

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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
Mots-clés : local convergence. 
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V. G. Zhadan; A. A. Orlov. Primal-dual Newton method for a linear problem of semidefinite programming. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 19 (2013) no. 2, pp. 157-169. http://geodesic.mathdoc.fr/item/TIMM_2013_19_2_a14/

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