A logarithm barrier method for semi-definite programming
Jean-Pierre Crouzeix; Bachir Merikhi
RAIRO - Operations Research (2008)
- Volume: 42, Issue: 2, page 123-139
- ISSN: 0399-0559
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topCrouzeix, Jean-Pierre, and Merikhi, Bachir. "A logarithm barrier method for semi-definite programming." RAIRO - Operations Research 42.2 (2008): 123-139. <http://eudml.org/doc/250394>.
@article{Crouzeix2008,
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.
},
author = {Crouzeix, Jean-Pierre, Merikhi, Bachir},
journal = {RAIRO - Operations Research},
keywords = {Linear semi-definite programming; barrier methods; line-search.; linear semi-definite programming; line-search},
language = {eng},
month = {5},
number = {2},
pages = {123-139},
publisher = {EDP Sciences},
title = {A logarithm barrier method for semi-definite programming},
url = {http://eudml.org/doc/250394},
volume = {42},
year = {2008},
}
TY - JOUR
AU - Crouzeix, Jean-Pierre
AU - Merikhi, Bachir
TI - A logarithm barrier method for semi-definite programming
JO - RAIRO - Operations Research
DA - 2008/5//
PB - EDP Sciences
VL - 42
IS - 2
SP - 123
EP - 139
AB -
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.
LA - eng
KW - Linear semi-definite programming; barrier methods; line-search.; linear semi-definite programming; line-search
UR - http://eudml.org/doc/250394
ER -
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