Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming
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- Yamashita, H. & Yabe, H. Math. Program. (2012) 132: 1. doi:10.1007/s10107-010-0354-x
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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.