A feasible dual affine scaling steepest descent method for the linear semidefinite programming problem
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 56 (2016) no. 7, pp. 1248-1266
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The linear semidefinite programming problem is considered. The dual affine scaling method in which all current iterations belong to the feasible set is proposed for its solution. Moreover, the boundaries of the feasible set may be reached. This method is a generalization of a version of the affine scaling method that was earlier developed for linear programs to the case of semidefinite programming.
@article{ZVMMF_2016_56_7_a3,
author = {V. G. Zhadan},
title = {A feasible dual affine scaling steepest descent method for the linear semidefinite programming problem},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {1248--1266},
publisher = {mathdoc},
volume = {56},
number = {7},
year = {2016},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2016_56_7_a3/}
}
TY - JOUR AU - V. G. Zhadan TI - A feasible dual affine scaling steepest descent method for the linear semidefinite programming problem JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2016 SP - 1248 EP - 1266 VL - 56 IS - 7 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2016_56_7_a3/ LA - ru ID - ZVMMF_2016_56_7_a3 ER -
%0 Journal Article %A V. G. Zhadan %T A feasible dual affine scaling steepest descent method for the linear semidefinite programming problem %J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki %D 2016 %P 1248-1266 %V 56 %N 7 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZVMMF_2016_56_7_a3/ %G ru %F ZVMMF_2016_56_7_a3
V. G. Zhadan. A feasible dual affine scaling steepest descent method for the linear semidefinite programming problem. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 56 (2016) no. 7, pp. 1248-1266. http://geodesic.mathdoc.fr/item/ZVMMF_2016_56_7_a3/