Huang, Aiqun; Xu, Chengxian - In: Computational Optimization and Applications 55 (2013) 1, pp. 49-71
When using interior point methods for solving semidefinite programs (SDP), one needs to solve a system of linear equations at each iteration. For problems of large size, solving the system of linear equations can be very expensive. In this paper, we propose a trust region algorithm for solving...