Search directions for primal-dual interior point methods in semidefinite programming

K.C. Toh

Search directions for primal-dual path-following methods for semidefinite programming are proposed. These directions have the properties that These two properties imply that a path-following method using the proposed direction can achieve the high accuracy typically attained by the AHO method, but each iteration requires at most half the amount of flops, to leading orders.

Technical Report, Department of Mathematics, National University of Singapore, Singapore, July, 1997

Contact: mattohkc@math.nus.sg


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