Direct newton method for a linear problem of semidefinite programming |
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| Authors: | V G Zhadan |
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| Institution: | 1.Dorodnitsyn Computing Centre of the Russian Academy of Sciences,Moscow,Russia |
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| Abstract: | We consider a linear problem of semidefinite programming. To solve this problem, we propose a direct Newton method, which is a generalization of the direct barrier-Newton method for problems of linear programming. We study properties of the method and prove its local convergence. |
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