A numerical implementation of an interior point method for semidefinite programming
This paper is concerned with an algorithm proposed by Alizadeh for linear semidefinite programming. The proof of convergence given by Alizadeh relies on a wrong inequality, we correct the proof. At each step, the algorithm uses a line search. To be efficient, such a line search needs the value of the derivative, we provide this value. Finally, a few numerical examples are treated.
Na minha lista:
| Principais autores: | , , |
|---|---|
| Formato: | Digital revista |
| Idioma: | English |
| Publicado em: |
Sociedade Brasileira de Pesquisa Operacional
2003
|
| Acesso em linha: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382003000100005 |
| Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|