On the Local Convergence of a Predictor-Corrector Method for Semidefinite Programming
نویسندگان
چکیده
منابع مشابه
On the Local Convergence of a Predictor-Corrector Method for Semidefinite Programming
We study the local convergence of a predictor-corrector algorithm for semideenite programming problems based on the Monteiro-Zhang uniied direction whose polynomial convergence was recently established by Monteiro. We prove that the suucient condition for superlinear convergence of Potra and Sheng applies to this algorithm and is independent of the scaling matrices. Under strict complementarity...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 1999
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s1052623497316828