On a special class of regularized central paths for semidefinite programs (Q847845)
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English | On a special class of regularized central paths for semidefinite programs |
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On a special class of regularized central paths for semidefinite programs (English)
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19 February 2010
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The paper deals with a generalized linear programming problem, where both constraint coefficients and decision variables form symmetrical matrices and the obligatory constraints allow only such solutions, which form a semidefinite matrix. A dual problem is defined for the above mentioned primal one and a central path concept is introduced here as a solution tool. The author has studied existence and convergence of these paths. He has performed an analysis of these paths and the boundary point and presented his own analysis of the high-order local path-following algorithm based on the results of the analysis.
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regularized central path
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semidefinite program
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projection
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path-following algorithm
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