On a Matrix Generalization of Affine-Scaling Vector Fields

Authors:
Leonid Faybusovich
Affiliations:
-
Venue:
SIAM Journal on Matrix Analysis and Applications
Year:
1995

Citing 0
Cited 1

A long-step primal-dual path-following method for semidefinite programming

Operations Research Letters

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Abstract

We construct a generalization of affine-scaling vector fields for matrix linear programming problems. We discuss various properties of these vector fields and suggest a generalization of a path-following algorithm that is due to C. Gonzaga [SIAM Rev., 34 (1992), pp. 493--513].