A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming

Author:

Monteiro Renato DC,Zhang Yin

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference27 articles.

1. F. Alizadeh, Combinatorial Optimization with Interior Point Methods and Semi-Definite Matrices, Ph.D. Thesis, Computer Science Department, University of Minnesota, Minneapolis, 1991.

2. F. Alizadeh, J.A. Haeberly, M. Overton, Primal-dual interior-point methods for semidefinite programming: Convergence rates, stability and numerical results, Technical report, Computer Science Department, New York University, New York, 1996.

3. C. Helmberg, F. Rendl, R.J. Vanderbei, H. Wolkowicz, An interior-point method for semidefinite programming, SIAM Journal on Optimization 6 (1996) 342–361.

4. R.A. Horn, C.R. Johnson, Topics in Matrix Analysis, Cambridge University Press, New York, 1991.

5. F. Jarre, An interior-point method for minimizing the maximum eigenvalue of a linear combination of matrices, SIAM Journal on Control and Optimization 31 (1993) 1360–1377.

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