On convergence of the dual Newton method for linear semidefinite programming problem

V. G. Zhadan^a, A. A. Orlov<sup>b

a</sup> Dorodnicyn Computing Centre of RAS, 40, Vavilov St., Moscow, 199333
^b Moscow Institute of Physics and Technology (State University), 9, Institutskii per., Dolgoprudny, Moscow Region, 141700

Abstract: The dual Newton method for linear semidefinite programming problem is considered. Under assumption that strict complementarity holds for solutions of the primal and dual problems the local convergence with linear rate is proved.

Keywords: semidefinite programming, dual problem, Newton's method, local convergence.

UDC: 518.517