Geodesic
On a variant of a feasible affine scaling method for semidefinite programming
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 20 (2014) no. 2, pp. 145-160 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice du chapitre de livre

A linear problem of semidefinite programming is considered. For its solution, a primal feasible affine scaling method is proposed, in which the points of the iterative process may belong to the boundary of the feasible set.
Keywords: linear semidefinite programming problem, primal affine scaling method, steepest descent. 
@article{TIMM_2014_20_2_a12,
     author = {V. G. Zhadan},
     title = {On a~variant of a~feasible affine scaling method for semidefinite programming},
     journal = {Trudy Instituta matematiki i mehaniki},
     pages = {145--160},
     year = {2014},
     volume = {20},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TIMM_2014_20_2_a12/}
}
TY  - JOUR
AU  - V. G. Zhadan
TI  - On a variant of a feasible affine scaling method for semidefinite programming
JO  - Trudy Instituta matematiki i mehaniki
PY  - 2014
SP  - 145
EP  - 160
VL  - 20
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/TIMM_2014_20_2_a12/
LA  - ru
ID  - TIMM_2014_20_2_a12
ER  - 
%0 Journal Article
%A V. G. Zhadan
%T On a variant of a feasible affine scaling method for semidefinite programming
%J Trudy Instituta matematiki i mehaniki
%D 2014
%P 145-160
%V 20
%N 2
%U http://geodesic.mathdoc.fr/item/TIMM_2014_20_2_a12/
%G ru
%F TIMM_2014_20_2_a12
V. G. Zhadan. On a variant of a feasible affine scaling method for semidefinite programming. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 20 (2014) no. 2, pp. 145-160. http://geodesic.mathdoc.fr/item/TIMM_2014_20_2_a12/

[1] Eremin I. I., Teoriya lineinoi optimizatsii, Izd-vo “Ekaterinburg”, Ekaterinburg, 1999, 312 pp.

[2] H. Wolkowicz, R. Saigal, L. Vandenberghe (eds.), Handbook of Semidefinite Programming, Kluwer Acad. Publ., Dordrecht, 2000, 656 pp. | MR

[3] Babynin M. S., Zhadan V. G., “Pryamoi metod vnutrennei tochki dlya lineinoi zadachi poluopredelennogo programmirovaniya”, Zhurn. vychisl. matematiki i mat. fiziki, 48:10 (2008), 1780–1801 | MR | Zbl

[4] Zhadan V. G., “Pryamoi multiplikativno-barernyi metod s naiskoreishim spuskom dlya lineinoi zadachi poluopredelennogo programmirovaniya”, Optimizatsiya i prilozheniya, 2, VTs RAN, M., 2011, 107–131 | MR

[5] Zhadan V. G., “Konechnye barerno-proektivnye metody dlya lineinogo programmirovaniya”, Metody optimizatsii i ikh prilozheniya, Tr. XI Baikalskoi mezhdunar. shk.-seminara. Plenarnye doklady, Izd-vo SEI SO RAN, Irkutsk, 1998, 140–144

[6] Arnold V. I., “O matritsakh, zavisyaschikh ot parametrov”, Uspekhi mat. nauk, 26:2(158) (1971), 101–114 | MR | Zbl

[7] Alizadeh F., Haeberly J.-P. F., Overton M. L., “Complementarity and nondegeneracy in semidefinite programming”, Math. Programming Ser. B, 77:1 (1997), 111–128 | DOI | MR | Zbl

[8] Magnus J. R., Neudecker H., “The elimination matrix: some lemmas and applications”, SIAM J. Alg. Disc. Methods, 1:4 (1980), 422–449 | DOI | MR | Zbl

[9] Lasserre J. B., “Linear programming with positive semi-definite matreces”, Math. Problems in Engineering, 2:6 (1996), 499–522 | DOI | Zbl