Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming
نویسندگان
چکیده
In this paper, we consider a primal-dual interior point method for solving nonlinear semidefinite programming problems. We propose primal-dual interior point methods based on the unscaled and scaled Newton methods, which correspond to the AHO, HRVW/KSH/M and NT search directions in linear SDP problems. We analyze local behavior of our proposed methods and show their local and superlinear convergence properties.
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عنوان ژورنال:
- Math. Program.
دوره 132 شماره
صفحات -
تاریخ انتشار 2012