Convergence of a short-step primal-dual algorithm based on the Gauss-Newton direction.

Kruk, Serge; Wolkowicz, Henry

Journal of Applied Mathematics (2003)

  • Volume: 2003, Issue: 10, page 517-534
  • ISSN: 1110-757X

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Kruk, Serge, and Wolkowicz, Henry. "Convergence of a short-step primal-dual algorithm based on the Gauss-Newton direction.." Journal of Applied Mathematics 2003.10 (2003): 517-534. <http://eudml.org/doc/52068>.

@article{Kruk2003,
author = {Kruk, Serge, Wolkowicz, Henry},
journal = {Journal of Applied Mathematics},
keywords = {convergence; approximate path-following; interior-point primal-dual algorithm; semidefinite programs; Gauss-Newton direction; strict complementarity},
language = {eng},
number = {10},
pages = {517-534},
publisher = {Hindawi Publishing Corporation, New York},
title = {Convergence of a short-step primal-dual algorithm based on the Gauss-Newton direction.},
url = {http://eudml.org/doc/52068},
volume = {2003},
year = {2003},
}

TY - JOUR
AU - Kruk, Serge
AU - Wolkowicz, Henry
TI - Convergence of a short-step primal-dual algorithm based on the Gauss-Newton direction.
JO - Journal of Applied Mathematics
PY - 2003
PB - Hindawi Publishing Corporation, New York
VL - 2003
IS - 10
SP - 517
EP - 534
LA - eng
KW - convergence; approximate path-following; interior-point primal-dual algorithm; semidefinite programs; Gauss-Newton direction; strict complementarity
UR - http://eudml.org/doc/52068
ER -

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