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    Solving Semidefinite Programs using Preconditioned Conjugate Gradients

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    The contribution of this paper is to describe a general technique to solve some classes of large but sparse semidefinite problems via a robust primal-dual interior-point technique which uses an inexact Gauss-Newton approach with a matrix free preconditioned conjugate gradient method. This approach avoids the ill-conditioning pitfalls that result from symmetrization and from forming the so-called normal equations, while maintaining the primal-dual framework
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