A feasible dual affine scaling steepest descent method for the linear semidefinite programming problem

详细

The linear semidefinite programming problem is considered. The dual affine scaling method in which all current iterations belong to the feasible set is proposed for its solution. Moreover, the boundaries of the feasible set may be reached. This method is a generalization of a version of the affine scaling method that was earlier developed for linear programs to the case of semidefinite programming.