Lagrangian Dual Interior - Point Methods for Sdps 3
نویسندگان
چکیده
This paper proposes a new predictor-corrector interior-point method for a class of semidefinite programs, which numerically traces the central trajectory in a space of Lagrange multipliers. The distinguished features of the method are full use of the BFGS quasi-Newton method in the corrector procedure, and an application of the conjugate gradient method with an effective preconditioning matrix induced from the BFGS quasi-Newton method in the predictor procedure. Some preliminary numerical results are reported.
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