A Variant of the Dual Simplex Method for a Linear Semidefinite Programming Problem


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Abstract

A linear semidefinite programming problem in the standard statement is considered, and a variant of the dual simplex method is proposed for its solution. This variant generalizes the corresponding method used for linear programming problems. The transfer from an extreme point of the feasible set to another extreme point is described. The convergence of the method is proved.

About the authors

V. G. Zhadan

Dorodnitsyn Computing Center of the Russian Academy of Sciences

Author for correspondence.
Email: zhadan@ccas.ru
Russian Federation, Moscow, 119333

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