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

Voir la notice de l'article provenant de la source Math-Net.Ru

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. 
@article{TIMM_2013_19_2_a14,
     author = {V. G. Zhadan and A. A. Orlov},
     title = {Primal-dual {Newton} method for a~linear problem of semidefinite programming},
     journal = {Trudy Instituta matematiki i mehaniki},
     pages = {157--169},
     publisher = {mathdoc},
     volume = {19},
     number = {2},
     year = {2013},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TIMM_2013_19_2_a14/}
}
TY  - JOUR
AU  - V. G. Zhadan
AU  - A. A. Orlov
TI  - Primal-dual Newton method for a~linear problem of semidefinite programming
JO  - Trudy Instituta matematiki i mehaniki
PY  - 2013
SP  - 157
EP  - 169
VL  - 19
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TIMM_2013_19_2_a14/
LA  - ru
ID  - TIMM_2013_19_2_a14
ER  - 
%0 Journal Article
%A V. G. Zhadan
%A A. A. Orlov
%T Primal-dual Newton method for a~linear problem of semidefinite programming
%J Trudy Instituta matematiki i mehaniki
%D 2013
%P 157-169
%V 19
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TIMM_2013_19_2_a14/
%G ru
%F TIMM_2013_19_2_a14
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/