# 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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