first-order methods – Page 10 – Optimization Online

First- and Second-Order Methods for Semidefinite Programming

Published: 2003/01/15

Nonlinear Optimization, Semi-definite Programming first-order methods, interior point methods, newton method, nonlinear programming, path-following methods, polynomial complexity, primal-dual algorithms, semidefinite programming

In this paper, we survey the most recent methods that have been developed for the solution of semidefinite programs. We first concentrate on the methods that have been primarily motivated by the interior point (IP) algorithms for linear programming, putting special emphasis in the class of primal-dual path-following algorithms. We also survey methods that have … Read more