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Search directions in the SDP and the monotone SDLCP: generalization and inexact computation
Authors:Masakazu Kojima  Masayuki Shida  Susumu Shindoh
Affiliation:(1) Dept. of Mathematical and Computing Sciences, Tokyo Institute of Technology, 2-12-1 Oh-Okayama, Meguro-ku, Tokyo 152, Japan, e-mail: kojima@is.titech.ac.jp, JP;(2) Dept. of Mathematics, Faculty of Engineering, Kanagawa University, Rokkakubashi, Kanagawa-ku, Yokohama 221, Japan, e-mail: shida@is.titech.ac.jp, JP;(3) Dept. of Mathematics and Physics, The National Defense Academy, Hashirimizu 1-10-20, Yokosuka 239, Japan, e-mail: shindoh@cc.nda.ac.jp, JP
Abstract:Received April 15, 1997 / Revised version received July 22, 1998 Published online November 24, 1998
Keywords:: interior-point methods –   semidefinite programming –   semidefinite linear complementarity problem –   inexact computation –   search direction
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