| Article ID: | iaor1999895 |
| Country: | Netherlands |
| Volume: | 79 |
| Issue: | 1/3 |
| Start Page Number: | 235 |
| End Page Number: | 253 |
| Publication Date: | Oct 1997 |
| Journal: | Mathematical Programming |
| Authors: | Kojima Masakazu, Fujisawa Katsuki, Nakata Kazuhide |
| Keywords: | interior point methods |
The Helmberg–Rendl–Vanderbei–Wolkowicz/Kojima–Shindoh–Hara/Monteiro and Nesterov– Todd search directions have been used in many primal–dual interior-point methods for semidefinite programs. This paper proposes an efficient method for computing the two directions when the semidefinite program to be solved is large scale and sparse.