Finding a strict feasible solution of a linear semidefinite program

Finding a strict feasible solution of a linear semidefinite program

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Article ID: iaor20112849
Volume: 217
Issue: 13
Start Page Number: 6437
End Page Number: 6440
Publication Date: Mar 2011
Journal: Applied Mathematics and Computation
Authors: ,
Keywords: interior point methods, semidefinite programming
Abstract:

This study deals with the performance of projective interior point methods for linear semidefinite program. We propose a modification in the initialization phases of the method in order to reduce the computation time. This purpose is confirmed by numerical experiments showing the efficiency which are presented in the last section of the paper.

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