Article ID: | iaor20091400 |
Country: | France |
Volume: | 42 |
Issue: | 2 |
Start Page Number: | 123 |
End Page Number: | 139 |
Publication Date: | Apr 2008 |
Journal: | RAIRO Operations Research |
Authors: | Crouzeix Jean-Pierre, Merikhi Bachir |
Keywords: | programming: linear |
This paper presents a logarithmic barrier method for solving a semi-definite linear program. The descent direction is the classical Newton direction. We propose alternative ways to determine the step-size along the direction which are more efficient than classical line-searches.