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.
Citation
Technical report, January 26, 2009, Mathematical Systems Inc./Department of Mathematical Information Science, Faculty of Science, Tokyo University of Science, 1-3, Kagurazaka, Shinjuku-ku, Tokyo 162-8601, Japan.