An admissible dual internal point method for a linear semidefinite programming problem

Authors:
V. G. Zhadan;A. A. Orlov
Affiliations:
Dorodnicyn Computing Centre, Russian Academy of Sciences, Moscow, Russia;Moscow Institute (State University) of Physics and Technology, Moscow, Russia
Venue:
Automation and Remote Control
Year:
2012

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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.