A projective method of the approximate center for semidefinite programming

A projective method of the approximate center for semidefinite programming

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Article ID: iaor20001135
Country: China
Volume: 20
Issue: 2
Start Page Number: 175
End Page Number: 186
Publication Date: May 1998
Journal: Mathematica Numerica Sinica
Authors:
Abstract:

Many problems in mathematical programming can be modelled as semidefinite programming. The success of interior point algorithms for large-scale linear programming has prompted researchers to develop these algorithms to the semidefinite programming (SDP) case. In this paper, the author extends Roos's projective method for linear programming to SDP. The method is path-following and based on the use of a multiplicative barrier function. The iteration bound depends on the choice of the exponent μ in the numerator of the barrier function. The analysis in this paper resembled the one of the approximate center method for linear programming, as proposed by Roos and Vial.

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