Title | ||
---|---|---|
Existence and Uniqueness of Search Directions in Interior-Point Algorithms for the SDP and the Monotone SDLCP |
Abstract | ||
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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 Shida | 1 | 120 | 12.89 |
Susumu Shindoh | 2 | 262 | 27.71 |
Masakazu Kojima | 3 | 1603 | 222.51 |