Convergence of a short-step primal-dual algorithm based on the Gauss-Newton direction
We prove the theoretical convergence of a short-step, approximate path-following, interior-point primal-dual algorithm for semidefinite programs based on the Gauss-Newton direction obtained from minimizing the norm of the perturbed optimality conditions. This is the first proof of convergence for th...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2003-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/S1110757X03301081 |
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