Mathematical Programming

, Volume 132, Issue 1, pp 1–30

Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming

Full Length Paper Series A

DOI: 10.1007/s10107-010-0354-x

Cite this article as:
Yamashita, H. & Yabe, H. Math. Program. (2012) 132: 1. doi:10.1007/s10107-010-0354-x


In this paper, we consider a primal-dual interior point method for solving nonlinear semidefinite programming problems. We propose primal-dual interior point methods based on the unscaled and scaled Newton methods, which correspond to the AHO, HRVW/KSH/M and NT search directions in linear SDP problems. We analyze local behavior of our proposed methods and show their local and superlinear convergence properties.


Nonlinear semidefinite programmingPrimal-dual interior point methodLocal and superlinear convergence

Mathematics Subject Classification (2000)


Copyright information

© Springer and Mathematical Programming Society 2010

Authors and Affiliations

  1. 1.Mathematical Systems Inc.TokyoJapan
  2. 2.Department of Mathematical Information Science, Faculty of ScienceTokyo University of ScienceTokyoJapan