A primal interior point method for the linear semidefinite programming problem |
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| Authors: | M S Babynin V G Zhadan |
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| Institution: | (1) Kurchatov Institute of Atomic Energy, Moscow, Russia |
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| Abstract: | The linear semidefinite programming problem is examined. A primal interior point method is proposed to solve this problem. It extends the barrier-projection method used for linear programs. The basic properties of the proposed method are discussed, and its local convergence is proved. |
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| Keywords: | semidefinite programming problem primal method interior point method local convergence |
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