Title
Existence and Uniqueness of Search Directions in Interior-Point Algorithms for the SDP and the Monotone SDLCP
Abstract
Various search directions used in interior-point algorithms for the semidefinite program (SDP) and the monotone semidefinite linear complementarity problem (SDLCP) are characterized by the intersection of a maximal monotone affine subspace and a maximal and strictly antitone affine subspace. This observation provides a unified geometric view over the existence of those search directions.
Year
DOI
Venue
1998
10.1137/S1052623496300611
SIAM Journal on Optimization
Keywords
Field
DocType
interior-point algorithm,semidefinite program,semidefinite linear complementarity problem,monotonicity
Uniqueness,Monotonic function,Discrete mathematics,Mathematical optimization,Affine space,Algorithm,Linear complementarity problem,Semidefinite embedding,Interior point method,Mathematics,Monotone polygon,Semidefinite programming
Journal
Volume
Issue
ISSN
8
2
1052-6234
Citations 
PageRank 
References 
12
1.07
8
Authors
3
Name
Order
Citations
PageRank
Masayuki Shida112012.89
Susumu Shindoh226227.71
Masakazu Kojima31603222.51