Primal-Dual Symmetric Interior-Point Methods: From SDP to Hyperbolic Cone Programming and Beyond
berkeley.edu
Primal-Dual Symmetric Interior-Point Methods: From SDP to Hyperbolic Cone Programming and Beyond
In the theory of modern interior-point algorithms, approaches that treat primal and the dual problems in a symmetric way have led to some of the deepest theoretical results as well as some of the most successful software in that area.
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