Direct newton method for a linear problem of semidefinite programming

被引：0

作者：

V. G. Zhadan

机构：

[1] Dorodnitsyn Computing Centre of the Russian Academy of Sciences,

来源：

Proceedings of the Steklov Institute of Mathematics | 2008年 / 263卷

关键词：

Jacobian Matrix; STEKLOV Institute; Newton Method; Orthogonal Matrix; Dual Variable;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We consider a linear problem of semidefinite programming. To solve this problem, we propose a direct Newton method, which is a generalization of the direct barrier-Newton method for problems of linear programming. We study properties of the method and prove its local convergence.

引用

页码：135 / 149

页数：14

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