| Article ID: | iaor2012897 |
| Volume: | 73 |
| Issue: | 2 |
| Start Page Number: | 232 |
| End Page Number: | 246 |
| Publication Date: | Feb 2012 |
| Journal: | Automation and Remote Control |
| Authors: | Zhadan V, Orlov A |
| Keywords: | numerical analysis |
We consider a linear semidefinite programming problem. To solve this problem, we propose a dual numerical method from the class of affine scaling methods. We use Ostrovskii’s theorem to establish its local convergence. We also show results for test problems.