Berkelaar, Arjan B.; Sturm, Jos F.; Zhang, Shuzhong - Tinbergen Instituut - 1997
In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite … semidefiniteprogramming, resulting in a new algorithm. Compared to other primal--dual affine scaling algorithms for semidefiniteprogramming …