A Scaled Gauss--Newton Primal-Dual Search Direction for Semidefinite Optimization
A Scaled Gauss--Newton Primal-Dual Search Direction for Semidefinite Optimization
Interior point methods for semidefinite optimization (SDO) have recently been studied intensively, due to their polynomial complexity and practical efficiency. Most of these methods are extensions of linear optimization (LO) algorithms. As opposed to the LO case, there are several different ways of constructing primal-dual search directions in SDO. The …