A logarithm barrier method for semi-definite programming

A logarithm barrier method for semi-definite programming

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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: ,
Keywords: programming: linear
Abstract:

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.

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