| Article ID: | iaor20073409 |
| Country: | France |
| Volume: | 41 |
| Issue: | 1 |
| Start Page Number: | 49 |
| End Page Number: | 59 |
| Publication Date: | Jan 2007 |
| Journal: | RAIRO Operations Research |
| Authors: | Crouzeix Jean-Pierre, Benterki Djamel, Merikhi Bachir |
| Keywords: | interior point methods, programming (semidefinite) |
This paper presents a feasible primal algorithm for linear semidefinite programming. The algorithm starts with a strictly feasible solution, but in case where no such solution is known, an application of the algorithm to an associate problem allows to obtain one. Finally, we present some numerical experiments which show that the algorithm works properly.