메뉴 건너뛰기




Volumn 8, Issue 3, 1998, Pages 769-796

On the Nesterov-Todd direction in semidefinite programming

Author keywords

Newton direction; Predictor corrector interior point method; Semidefinite programming

Indexed keywords


EID: 0032359979     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S105262349630060X     Document Type: Article
Times cited : (217)

References (24)
  • 3
    • 0032327612 scopus 로고    scopus 로고
    • Primal-dual interior-point methods for semidefinite programming: Convergence rates, stability and numerical results
    • F. ALIZADEH, J. A. HAEBERLY, AND M. OVERTON, Primal-dual interior-point methods for semidefinite programming: Convergence rates, stability and numerical results, SIAM J. Optim., 8 (1998), pp. 746-768.
    • (1998) SIAM J. Optim. , vol.8 , pp. 746-768
    • Alizadeh, F.1    Haeberly, J.A.2    Overton, M.3
  • 4
    • 0001079995 scopus 로고
    • Concavity of certain maps and positive definite matrices and applications to hadamard products
    • T. ANDO, Concavity of certain maps and positive definite matrices and applications to Hadamard products, Linear Algebra Appl., 26 (1979), pp. 203-241.
    • (1979) Linear Algebra Appl. , vol.26 , pp. 203-241
    • Ando, T.1
  • 7
    • 0030303838 scopus 로고    scopus 로고
    • An interior-point method for semidefinite programming
    • C. HELMBERG, F. RENDL, R. VANDERBEI, AND H. WOLKOWICZ, An interior-point method for semidefinite programming, SIAM J. Optim., 6 (1996), pp. 342-361.
    • (1996) SIAM J. Optim. , vol.6 , pp. 342-361
    • Helmberg, C.1    Rendl, F.2    Vanderbei, R.3    Wolkowicz, H.4
  • 8
    • 85033872626 scopus 로고    scopus 로고
    • private communication, University of Utah, Salt Lake City, UT
    • R. HORN, private communication, University of Utah, Salt Lake City, UT, 1996.
    • (1996)
    • Horn, R.1
  • 9
    • 85033883157 scopus 로고    scopus 로고
    • private communication, Tokyo Institute of Technology, Japan
    • M. KOJIMA, private communication, Tokyo Institute of Technology, Japan, 1996.
    • (1996)
    • Kojima, M.1
  • 10
    • 0031542833 scopus 로고    scopus 로고
    • Interior-point methods for the monotone semidefinite linear complementarity problem in symmetric matrices
    • M. KOJIMA, S. SHINDOH, AND S. HARA, Interior-point methods for the monotone semidefinite linear complementarity problem in symmetric matrices, SIAM J. Optim., 7 (1997), pp. 86-125.
    • (1997) SIAM J. Optim. , vol.7 , pp. 86-125
    • Kojima, M.1    Shindoh, S.2    Hara, S.3
  • 12
    • 0000561116 scopus 로고
    • On the implementation of a primal-dual interior point method
    • S. MEHROTRA, On the implementation of a primal-dual interior point method, SIAM J. Optim., 2 (1992), pp. 575-601.
    • (1992) SIAM J. Optim. , vol.2 , pp. 575-601
    • Mehrotra, S.1
  • 13
    • 0003753533 scopus 로고
    • The MathWorks, Inc., Natick, MA
    • THE MATHWORKS, INC., MATLAB Reference Guide, The MathWorks, Inc., Natick, MA, 1992.
    • (1992) MATLAB Reference Guide
  • 14
    • 0031285899 scopus 로고    scopus 로고
    • Primal-dual path-following algorithms for semidefinite programming
    • R. D. C. MONTEIRO, Primal-dual path-following algorithms for semidefinite programming, SIAM J. Optim., 7 (1997), pp. 663-678.
    • (1997) SIAM J. Optim. , vol.7 , pp. 663-678
    • Monteiro, R.D.C.1
  • 15
    • 84972990100 scopus 로고
    • Conic formulation of a convex programming problem and duality
    • Y. NESTEROV AND A. S. NEMIROVSKII, Conic formulation of a convex programming problem and duality, Optimization Methods and Software, 1 (1992), pp. 95-115.
    • (1992) Optimization Methods and Software , vol.1 , pp. 95-115
    • Nesterov, Y.1    Nemirovskii, A.S.2
  • 17
    • 0031073753 scopus 로고    scopus 로고
    • Self-scaled barriers and interior-point methods in convex programming
    • Y. NESTEROV AND M. J. TODD, Self-scaled barriers and interior-point methods in convex programming, Math. Oper. Res., 22 (1997), pp. 1-42.
    • (1997) Math. Oper. Res. , vol.22 , pp. 1-42
    • Nesterov, Y.1    Todd, M.J.2
  • 18
    • 0032222088 scopus 로고    scopus 로고
    • Primal-dual interior-point methods for self-scaled cones
    • Y. NESTEROV AND M. J. TODD, Primal-dual interior-point methods for self-scaled cones, SIAM J. Optim., 8 (1998), pp. 324-364.
    • (1998) SIAM J. Optim. , vol.8 , pp. 324-364
    • Nesterov, Y.1    Todd, M.J.2
  • 19
    • 0032222084 scopus 로고    scopus 로고
    • Existence of search directions in interior-point algorithms for the SDP and the monotone SDLCP
    • M. SHIDA, S. SHINDOH, AND M. KOJIMA, Existence of search directions in interior-point algorithms for the SDP and the monotone SDLCP, SIAM J. Optim., 8 (1998), pp. 387-396.
    • (1998) SIAM J. Optim. , vol.8 , pp. 387-396
    • Shida, M.1    Shindoh, S.2    Kojima, M.3
  • 22
    • 0030106462 scopus 로고    scopus 로고
    • Semidefinite programming
    • L. VANDENBERGHE AND S. BOYD, Semidefinite programming, SIAM Rev., 38 (1996), pp. 49-95.
    • (1996) SIAM Rev. , vol.38 , pp. 49-95
    • Vandenberghe, L.1    Boyd, S.2
  • 23
    • 0032081158 scopus 로고    scopus 로고
    • On extending some primal-dual interior-point algorithms from linear programming to semidefinite programming
    • Y. ZHANG, On extending some primal-dual interior-point algorithms from linear programming to semidefinite programming, SIAM J. Optim., 8 (1998), pp. 365-386.
    • (1998) SIAM J. Optim. , vol.8 , pp. 365-386
    • Zhang, Y.1
  • 24
    • 85033887790 scopus 로고    scopus 로고
    • private communication, University of Maryland Baltimore County, Baltimore, MD
    • Y. ZHANG, private communication, University of Maryland Baltimore County, Baltimore, MD, 1996.
    • (1996)
    • Zhang, Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.