Template-Type: ReDIF-Paper 1.0
Author-Name: Berkelaar, A.B.
Author-Name-Last: Berkelaar
Author-Name-First: Arjan
Author-Name: Sturm, J.F.
Author-Name-Last: Sturm
Author-Name: Zhang, S.
Author-Name-Last: Zhang
Author-Name-First: Shuzhong
Title: Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming
Abstract: 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. Compared to other primal--dual affine scaling algorithms for semidefinite programming, our algorithm enjoys the lowest computational complexity.
Creation-Date: 1996-01-01
File-URL: https://repub.eur.nl/pub/1397/eeb19960111120042.pdf
File-Format: application/pdf
Series: RePEc:ems:eureir
Number: EI 9667-/A
Keywords: affine scaling, primal--dual Interior point methods, semidefinite programming
Handle: RePEc:ems:eureir:1397