| E. de Klerk, Aspects of Semidefinite Programming: Interior Point Algorithms and Selected Applications, ser. Applied Optimization. Kluwer Academic Publishers, March 2002, vol. 65. |
....proofs for linear optimization cannot be extended to SDO. 4 The central path as a set of analytic centers In this section we analyze another approach which uses the fact that for any 0 the central path X( S( y( is the analytic center of the level set of the duality gap (see e.g. [6], Lemma 3.3) This 8 means that (X( Z( y( is a solution to the problem ln det X ln det Z : A . i = 1, m) 30) We first observe that this problem can be separated into two problems that yield the primal and dual centers respectively: X#S ....
E. de Klerk. Aspects of Semidefinite Programming: Interior Point Algorithms and Selected Applications. Applied Optimization Series 65, Kluwer Academic Publishers, Dordrecht, The Netherlands, 2002.
No context found.
E. de Klerk, Aspects of Semidefinite Programming: Interior Point Algorithms and Selected Applications, ser. Applied Optimization. Kluwer Academic Publishers, March 2002, vol. 65.
No context found.
E. de Klerk, Aspects of Semidefinite Programming: Interior Point Algorithms and Selected Applications, ser. Applied Optimization. Kluwer Academic Publishers, March 2002, vol. 65.
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