A logarithmic barrier Newton method for semidefinite programming

A logarithmic barrier Newton method for semidefinite programming

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Article ID: iaor19981961
Country: China
Volume: 10
Issue: 2
Start Page Number: 168
End Page Number: 175
Publication Date: Apr 1997
Journal: Journal of Systems Science and Complexity
Authors: ,
Abstract:

In this paper, by analyzing the properties of the central path, the authors give a logarithmic barrier Newton algorithm for semidefinite programming. It can be seen as an extension of the method for LP problems developed by Roos and Vial. Also, the algorithm possesses polynomial convergence.

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