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linear semi-definite programming

RAIRO - Operations Research (1)

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1 results

A logarithm barrier methodfor semi-definite programming
Jean-Pierre Crouzeix, Bachir Merikhi
Journal:

RAIRO - Operations Research / Volume 42 / Issue 2 / April 2008

Published online by Cambridge University Press:

17 May 2008, pp. 123-139

Print publication:

April 2008
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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.