Local convergence of primal-dual interior point methods for nonlinear semidefinite optimization using the Monteiro-Tsuchiya family of search directions.
Takayuki OkunoPublished in: Comput. Optim. Appl. (2024)
Keyphrases
- interior point methods
- semidefinite
- primal dual
- semidefinite programming
- convergence rate
- convex optimization
- interior point
- linear program
- linear programming
- quadratic programming
- analytic center
- linear programming problems
- linear systems
- convex relaxation
- approximation algorithms
- computationally intensive
- quadratic program
- extreme points
- upper bound
- solving problems