Arbeitspapier
Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming
In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming.We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefiniteprogramming, resulting in a new algorithm. Compared to other primal--dual affine scaling algorithms for semidefiniteprogramming (see, De Klerk, Roos and Terlaky), our algorithm enjoys the lowest computationalcomplexity.
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper ; No. 97-025/4
- Klassifikation
-
Wirtschaft
- Thema
-
Semidefinite Programming
Affine Scaling
Primal-Dual Interior Point Methods
Mathematische Optimierung
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Berkelaar, Arjan B.
Sturm, Jos F.
Zhang, Shuzhong
- Ereignis
-
Veröffentlichung
- (wer)
-
Tinbergen Institute
- (wo)
-
Amsterdam and Rotterdam
- (wann)
-
1997
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Berkelaar, Arjan B.
- Sturm, Jos F.
- Zhang, Shuzhong
- Tinbergen Institute
Entstanden
- 1997
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