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A scaled Gauss-Newton primal-dual search direction for semidefinite optimization

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  • de Klerk, E.

    (Tilburg University, School of Economics and Management)

  • Peng, J.
  • Roos, C.
  • Terlaky, T.

Abstract

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Suggested Citation

  • de Klerk, E. & Peng, J. & Roos, C. & Terlaky, T., 2001. "A scaled Gauss-Newton primal-dual search direction for semidefinite optimization," Other publications TiSEM 9d85401c-e9d8-45ee-be2d-2, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:9d85401c-e9d8-45ee-be2d-2a0762e5b28a
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    References listed on IDEAS

    as
    1. Yu. E. Nesterov & M. J. Todd, 1997. "Self-Scaled Barriers and Interior-Point Methods for Convex Programming," Mathematics of Operations Research, INFORMS, vol. 22(1), pages 1-42, February.
    2. NESTEROV , Yurii & TODD , Michael, 1995. "Primal-Dual Interior-Point Methods for Self-Scaled Cones," LIDAM Discussion Papers CORE 1995044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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