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: | Benterki Djamel, Keraghel Abdelkrim |
Keywords: | interior point methods, semidefinite programming |
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.