A numerical feasible interior point method for linear semidefinite programs
Djamel Benterki; Jean-Pierre Crouzeix; Bachir Merikhi
RAIRO - Operations Research (2007)
- Volume: 41, Issue: 1, page 49-59
- ISSN: 0399-0559
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topBenterki, Djamel, Crouzeix, Jean-Pierre, and Merikhi, Bachir. "A numerical feasible interior point method for linear semidefinite programs." RAIRO - Operations Research 41.1 (2007): 49-59. <http://eudml.org/doc/250116>.
@article{Benterki2007,
abstract = {
This paper presents a feasible primal algorithm for linear semidefinite programming. The algorithm starts with a strictly feasible solution, but in case where no such a solution is known, an application of the algorithm to an associate problem allows to obtain one. Finally, we present some numerical experiments which show that the algorithm works properly.
},
author = {Benterki, Djamel, Crouzeix, Jean-Pierre, Merikhi, Bachir},
journal = {RAIRO - Operations Research},
keywords = {Linear programming; semidefinite programming; interior point methods.},
language = {eng},
month = {6},
number = {1},
pages = {49-59},
publisher = {EDP Sciences},
title = {A numerical feasible interior point method for linear semidefinite programs},
url = {http://eudml.org/doc/250116},
volume = {41},
year = {2007},
}
TY - JOUR
AU - Benterki, Djamel
AU - Crouzeix, Jean-Pierre
AU - Merikhi, Bachir
TI - A numerical feasible interior point method for linear semidefinite programs
JO - RAIRO - Operations Research
DA - 2007/6//
PB - EDP Sciences
VL - 41
IS - 1
SP - 49
EP - 59
AB -
This paper presents a feasible primal algorithm for linear semidefinite programming. The algorithm starts with a strictly feasible solution, but in case where no such a solution is known, an application of the algorithm to an associate problem allows to obtain one. Finally, we present some numerical experiments which show that the algorithm works properly.
LA - eng
KW - Linear programming; semidefinite programming; interior point methods.
UR - http://eudml.org/doc/250116
ER -
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- sdplib/ URIhttp://infohost.nmt.edu/
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