A note on the existence of the Alizadeh-Haeberly-Overton direction for semidefinite programming

被引:13
作者
Monteiro, RDC
Zanjacomo, PR
机构
[1] Sch. of Indust. and Syst. Eng., Georgia Institute of Technology, Atlanta
基金
美国国家科学基金会;
关键词
semidefinite programming; primal-dual search directions; interior-point methods;
D O I
10.1007/BF02614363
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
This note establishes a new sufficient condition for the existence and uniqueness of the Alizadeh-Haeberly-Overton direction for semidefinite programming. (C) 1997 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.
引用
收藏
页码:393 / 396
页数:4
相关论文
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ALIZADEH F, 1994, 659 COUR I MATH SCI, V5
[2]  
Horn R.A., 1991, TOPICS MATRIX ANAL
[3]  
Horn R. A., 1986, Matrix analysis
[4]  
SHIDA M, 1996, B310 TOK I TECHN DEP
[5]  
TODD MJ, 1996, NESTEROVTODD DIRECTI