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A logarithm barrier methodfor semi-definite programming

Published online by Cambridge University Press:  17 May 2008

Jean-Pierre Crouzeix  and
Bachir Merikhi
Jean-Pierre Crouzeix
Affiliation:
LIMOS, Université Blaise Pascal, Campus des Cézaux, 63174 Aubière, France; jp.crouzeix@isima.fr
Bachir Merikhi
Affiliation:
Laboratoire d'optimisation, Université Ferhat Abbas, Algérie; the research of this author has been made possible thanks to a PROFAS grant and the hospitality of Université Blaise Pascal. b_merikhi@yahoo.fr
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Abstract

This paper presents a logarithmic barrier method for solving a semi-definite linear program. The descent direction is the classical Newton direction. We propose alternative ways to determine the step-size along the direction which are more efficient than classical line-searches.

Keywords

Linear semi-definite programmingbarrier methodsline-search.
Type
Research Article
Information
RAIRO - Operations Research , Volume 42 , Issue 2: CIRO 05 , April 2008 , pp. 123 - 139
Copyright
© EDP Sciences, ROADEF, SMAI, 2008

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