|
|
Avtomatika i Telemekhanika, 2012, Issue 2, Pages 25–40
(Mi at3609)
|
|
|
|
This article is cited in 1 scientific paper (total in 1 paper)
Linear and Nonlinear Programming
An admissible dual internal point method for a linear semidefinite programming problem
V. G. Zhadana, A. A. Orlovb a Dorodnitsyn Computing Centre, Russian Academy of Sciences, Moscow, Russia
b Moscow Institute (State University) of Physics and Technology, Moscow, Russia
Abstract:
We consider a linear semidefinite programming problem. To solve this problem, we propose a dual numerical method from the class of affine scaling methods. We use Ostrovskii's theorem to establish its local convergence. We also show results for test problems.
Citation:
V. G. Zhadan, A. A. Orlov, “An admissible dual internal point method for a linear semidefinite programming problem”, Avtomat. i Telemekh., 2012, no. 2, 25–40; Autom. Remote Control, 73:2 (2012), 232–246
Linking options:
https://www.mathnet.ru/eng/at3609 https://www.mathnet.ru/eng/at/y2012/i2/p25
|
|