Convergence of a Dual-Variable Vector Sequence in a Semi-Definite Programming Problem

Authors:
I. I. Dikin
Affiliations:
L. A. Melent'ev Institute of Energetic Systems, Siberian Department of the Russian Academy of Sciences, Irkutsk, Russia idikin@isem.sei.ink.ru
Venue:
Cybernetics and Systems Analysis
Year:
2003

Citing 2
Cited 1

The projective method for solving linear matrix inequalities

Mathematical Programming: Series A and B
Convergence of the dual variables for the primal affine scaling method with unit steps in the homogeneous case

Journal of Optimization Theory and Applications

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

Automation and Remote Control

Quantified Score

Hi-index	0.00

Visualization

Abstract

An iterative algorithm is proposed in the paper for determination of a feasible solution to a linear semi-definite programming problem. A basic result of convergence of the interior point method is proved. Two strategies of choosing a step value are considered.