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SIAMJO
2002
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11 years 5 months ago
Lagrangian Dual Interior-Point Methods for Semidefinite Programs
This paper proposes a new predictor-corrector interior-point method for a class of semidefinite programs, which numerically traces the central trajectory in a space of Lagrange mul...
Mituhiro Fukuda, Masakazu Kojima, Masayuki Shida
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