Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1995
In this paper a symmetric primal-dual transformation for positive semidefinite programming is proposed. For standard … context of linear programming, existence of such a primal-dual transformation is a well known fact. Based on this symmetric … primal-dual transformation we derive Newton search directions for primal-dual path-following algorithms for semidefinite …