Berkelaar, Arjan B.; Sturm, Jos F.; Zhang, Shuzhong - Tinbergen Institute - 1997
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 (see, De Klerk, Roos and Terlaky), our algorithm enjoys the lowest computational complexity.<BR><BR> …