Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1995
In this paper a symmetric primal-dual transformation for positive semidefinite programming is proposed. For standard … (3) the largest step algorithm to semidefinite programming. It is shown that these algorithms require at most [TeX … primal-dual transformation we derive Newton search directions for primal-dual path-following algorithms for semidefinite …