Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming

In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming. We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefinite programming, resulting in a new algorithm. Compared to other primal--dual affine scaling algorithms for semidefinite programming, our algorithm enjoys the lowest computational complexity.

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Year of publication:	1996-01-01
Authors:	Berkelaar, A.B. ; Sturm, J.F. ; Zhang, S.
Institutions:	Erasmus University Rotterdam, Econometric Institute
Subject:	semidefinite programming \| affine scaling \| primal-dual Interior point methods

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Extent:	application/pdf
Series:	Econometric Institute Report. - ISSN 1566-7294.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:dgr:eureir Number EI 9667-/A
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008584716