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Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming

Berkelaar, Arjan B.; Sturm, Jos F.; Zhang, Shuzhong - 1997

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 semidefiniteprogramming, resulting in a new algorithm....

Persistent link: https://www.econbiz.de/10010325628

On weighted centers for semidefinite programming

Sturm, Jos F.; Zhang, Shuzhong - In: European journal of operational research : EJOR 126 (2000) 2, pp. 391-407

Persistent link: https://www.econbiz.de/10006662110

On the long-step path-following method for semidefinite programming

Sturm, Jos F.; Zhang, Shuzhong - In: Operations research letters 22 (1997) 4-5, pp. 145-150

Persistent link: https://www.econbiz.de/10006849563

On Cones of Nonnegative Quadratic Functions

Sturm, Jos F.; Zhang, Shuzhong - In: Mathematics of operations research 28 (2003) 2, pp. 246-267

Persistent link: https://www.econbiz.de/10006418046

On a Wide Region of Centers and Primal-Dual Interior Point Algorithms for Linear Programming

Sturm, Jos F.; Zhang, Shuzhong - In: Mathematics of operations research 22 (1997) 2, pp. 408-431

Persistent link: https://www.econbiz.de/10006420178

Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming

Berkelaar, Arjan B.; Sturm, Jos F.; Zhang, Shuzhong - Tinbergen Institute - 1997

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....

Persistent link: https://www.econbiz.de/10005209469