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Method of approximate centers for semi-definite programming

 

作者: B. He,   E. De Klerk,   C. Roos,   T. Terlaky,  

 

期刊: Optimization Methods and Software  （Taylor Available online 1997）
卷期: Volume 7, issue 3-4  

页码: 291-309

 

ISSN:1055-6788

 

年代: 1997

 

DOI:10.1080/10556789708805658

 

出版商: Gordon and Breach Science Publishers

 

关键词: Semi-Definite Programming;Path-Following Algorithm;Approximate Centers

 

数据来源: Taylor

 

摘要:

The success of interior point algorithms for large-scale linear programming has prompted researchers to extend these algorithms to the semi-definite programming (SDP) case. In this paper, the method of approximate centers of Roos and Vial [14] is extended to SDP. The algorithm is subsequently extended to a primal-dual infeasible start algorithm, by employing a suitable self-dual embedding of the primal-dual SDP problem pair

 

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