| Article ID: | iaor20084717 |
| Country: | Brazil |
| Volume: | 23 |
| Issue: | 1 |
| Start Page Number: | 49 |
| End Page Number: | 59 |
| Publication Date: | Jan 2003 |
| Journal: | Pesquisa Operacional |
| Authors: | Crouzeix J.-P., Merikhi B., Benterky D. |
| Keywords: | interior point methods |
This paper is concerned with an algorithm proposed by Alizadeh for linear semidefinite programming. The proof of convergence given by Alizadeh relies on a wrong inequality, we correct the proof. At each step, the algorithm uses a line search. To be efficient, such a line search needs the value of the derivative, we provide this value. Finally, a few numerical examples are treated.