A modified infeasible interior-point algorithm with full-Newton step for semidefinite optimization.
Weiwei WangHongwei LiuHongmei BiPublished in: Int. J. Comput. Math. (2019)
Keyphrases
- semidefinite
- interior point methods
- interior point algorithm
- semidefinite programming
- convex optimization
- linear programming
- primal dual
- quadratic programming
- linear program
- convex relaxation
- solving problems
- linear systems
- computationally intensive
- simplex method
- optimization problems
- least squares
- convergence rate