A logarithm barrier method for semi-definite programming

DOI10.1051/RO:2008005MaRDI QIDQ3539804zbMATH OpenOpenAlexFDO

Authors J.-P. Crouzeix, B. Merikhi

Publication date 19 November 2008

Published in RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/105393, https://semanticscholar.org/paper/0c539240116a35b250b52ff3ee94f834418f2d75

zbMATH Keywords

line-searchbarrier methodslinear semi-definite programming

Mathematics Subject Classification ID

Linear programming (90C05) Interior-point methods (90C51) Semidefinite programming (90C22)

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Cites work

• A numerical feasible interior point method for linear semidefinite programs
• Bounds for eigenvalues using traces
• Convex Analysis
• Foreword to: Semidefinite programming
• Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
• Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
• New bounds for the extreme values of a finite sample of real numbers
• Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
• Semidefinite Programming

Cited in

(20)

• A logarithmic barrier interior-point method based on majorant functions for second-order cone programming
• An efficient logarithmic barrier method without line search for convex quadratic programming
• A relaxed logarithmic barrier method for semidefinite programming
• A new barrier for a class of semidefinite problems
• Penalty/Barrier multiplier algorthm for semidefinit programming^∗
• Adaptation of the minorant function for linear programming
• Two logarithmic barrier methods for convex semi-infinite problems.
• A primal-dual interior-point method based on various selections of displacement step for symmetric optimization
• Penalty and barrier methods for convex semidefinite programming
• Logarithmic Barrier Method Via Minorant Function for Linear Programming
• Log-Barrier Interior Point Methods Are Not Strongly Polynomial
• A feasible primal-dual interior point method for linear semidefinite programming
• A logarithmic barrier approach for linear programming
• On the New Barrier Function and Specialized Algorithms for a Class of Semidefinite Programs
• A novel adaptive method based on new minorant-majorant functions without line search for semidefinite optimization
• Study of a penalty method for nonlinear optimization based on a new approximate function
• An inexact dual logarithmic barrier method for solving sparse semidefinite programs
• Logarithmic barrier method via minorant function for linear semidefinite programming
• A Newton descent logarithmic barrier interior-point algorithm for monotone LCP
• Study of a Logarithmic Barrier Approach for Linear Semidefinite Programming

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Uses Software

• PLCP

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