Convergence Analysis of an Inexact Infeasible Interior Point Method for Semidefinite Programming
نویسندگان
چکیده
منابع مشابه
Convergence Analysis of an Inexact Infeasible Interior Point Method for Semidefinite Programming
In this paper we present an extension to SDP of the well known infeasible Interior Point method for linear programming of Kojima, Megiddo and Mizuno (A primal-dual infeasibleinterior-point algorithm for Linear Programming, Math. Progr., 1993). The extension developed here allows the use of inexact search directions; i.e., the linear systems defining the search directions can be solved with an a...
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In this paper we present an extension to SDP of the well known infeasible Interior Point method for linear programming of Kojima, Megiddo and Mizuno (A primal-dual infeasibleinterior-point algorithm for Linear Programming, Math. Progr., 1993). The extension developed here allows the use of inexact search directions; i.e., the linear systems defining the search directions can be solved with an a...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2004
ISSN: 0926-6003
DOI: 10.1023/b:coap.0000044183.43473.34