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Superlinear Convergence of a Symmetric Primal-Dual Path Following Algorithm for Semidefinite Programming
This paper establishes the superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite programming (SDP) under the assumptions that the semidefinite program has a strictly complementary primal-dual optimal solution and that the size of the central path neighborhood tends to zero. The interior point algorithm considered here closely …