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Volumn 12, Issue 4, 2002, Pages 1090-1099

On the convergence of the central path in semidefinite optimization

Author keywords

Analytic center; Central path; Interior point method; Linear optimization; Semidefinite optimization

Indexed keywords


EID: 0036434966     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623401390793     Document Type: Article
Times cited : (68)

References (10)
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  • 2
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    • The central path in smooth convex semidefinite programs
    • to appear
    • L.M. Graña Drummond and Y. Peterzil, The central path in smooth convex semidefinite programs, Optimization, to appear.
    • Optimization
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  • 4
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    • Infeasible-start semidefinite programming algorithms via self dual embeddings
    • P.M. Pardalos and H. Wolkowicz, eds., AMS, Providence, RI
    • E. De Klerk, C. Roos, and T. Terlaky, Infeasible-start semidefinite programming algorithms via self dual embeddings, in Topics in Semidefinite and Interior-Point Methods, Fields Inst. Commun. 18, P.M. Pardalos and H. Wolkowicz, eds., AMS, Providence, RI, 1998, pp. 215-236.
    • (1998) Topics in Semidefinite and Interior-Point Methods, Fields Inst. Commun. , vol.18 , pp. 215-236
    • De Klerk, E.1    Roos, C.2    Terlaky, T.3
  • 5
    • 0000921195 scopus 로고    scopus 로고
    • Initialization in semidefinite programming via a self-dual, skew-symmetric embedding
    • E. De Klerk, C. Roos, and T. Terlaky, Initialization in semidefinite programming via a self-dual, skew-symmetric embedding, Oper. Res. Lett., 20 (1999), pp. 213-221.
    • (1999) Oper. Res. Lett. , vol.20 , pp. 213-221
    • De Klerk, E.1    Roos, C.2    Terlaky, T.3
  • 6
    • 0031542833 scopus 로고    scopus 로고
    • Interior-point methods for the monotone semidefinite linear complementarity problem in symmetric matrices
    • M. Kojima, S. Shindoh, and S. Hara, Interior-point methods for the monotone semidefinite linear complementarity problem in symmetric matrices, SIAM J. Optim., 7 (1997), pp. 86-125.
    • (1997) SIAM J. Optim. , vol.7 , pp. 86-125
    • Kojima, M.1    Shindoh, S.2    Hara, S.3
  • 7
    • 0003212154 scopus 로고
    • A unified approach to interior point algorithms for linear complementarity problems
    • Springer-Verlag, Berlin, Heidelberg
    • M. Kojima, N. Megiddo, T. Noma, and A. Yoshise, A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems, Lecture Notes in Comput. Sci. 538, Springer-Verlag, Berlin, Heidelberg, 1991.
    • (1991) Lecture Notes in Comput. Sci. , vol.538
    • Kojima, M.1    Megiddo, N.2    Noma, T.3    Yoshise, A.4
  • 8
    • 0002982313 scopus 로고
    • Singular points of complex hypersurfaces
    • Princeton University Press, Princeton, NJ
    • J. Milnor, Singular Points of Complex Hypersurfaces, Ann. Math. Stud., Princeton University Press, Princeton, NJ, 1968.
    • (1968) Ann. Math. Stud.
    • Milnor, J.1
  • 9
    • 0032345991 scopus 로고    scopus 로고
    • Superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite programming
    • Z.-Q. Luo, J.F. Sturm, and S. Zhang, Superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite programming, SIAM J. Optim., 8 (1998), pp. 59-81.
    • (1998) SIAM J. Optim. , vol.8 , pp. 59-81
    • Luo, Z.-Q.1    Sturm, J.F.2    Zhang, S.3
  • 10
    • 0030106462 scopus 로고    scopus 로고
    • Semidefinite programming
    • L. Vandenberghe and S. Boyd, Semidefinite programming, SIAM Rev., 38 (1996), pp. 49-95.
    • (1996) SIAM Rev. , vol.38 , pp. 49-95
    • Vandenberghe, L.1    Boyd, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.