This article is cited in 11 papers

A primal interior point method for the linear semidefinite programming problem

M. S. Babynin, V. G. Zhadan

Kurchatov Institute of Atomic Energy, Moscow, Russia

Abstract: The linear semidefinite programming problem is examined. A primal interior point method is proposed to solve this problem. It extends the barrier-projection method used for linear programs. The basic properties of the proposed method are discussed, and its local convergence is proved.

Key words: semidefinite programming problem, primal method, interior point method, local convergence.

UDC: 519.658

Received: 09.11.2007

 English version: Computational Mathematics and Mathematical Physics, 2008, 48:10, 1746–1767

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