Abstract
The Helmberg-Rendl-Vanderbei-Wolkowicz/Kojima-Shindoh-Hara/Monteiro and Nesterov-Todd search directions have been used in many primal-dual interior-point methods for semidefinite programs. This paper proposes an efficient method for computing the two directions when the semidefinite program to be solved is large scale and sparse.
Original language | English |
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Pages (from-to) | 235-253 |
Number of pages | 19 |
Journal | Mathematical Programming, Series B |
Volume | 79 |
Issue number | 1-3 |
DOIs | |
Publication status | Published - Oct 1 1997 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Software
- Mathematics(all)