Article ID: | iaor20002416 |
Country: | United States |
Volume: | 7 |
Issue: | 3/4 |
Start Page Number: | 291 |
End Page Number: | 309 |
Publication Date: | Mar 1997 |
Journal: | Optimization Methods & Software |
Authors: | Roos C., Terlaky Tamas, He B., DeKlerk E. |
Keywords: | semidefinite programming |
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 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.