Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming.
Hiroshi YamashitaHiroshi YabePublished in: Math. Program. (2012)
Keyphrases
- interior point methods
- semidefinite programming
- primal dual
- linear programming
- linear program
- convex optimization
- linear programming problems
- interior point
- convergence rate
- approximation algorithms
- variational inequalities
- semidefinite
- newton method
- kernel matrix
- np hard
- linear systems
- model selection
- dynamic programming