A numerical implementation of an interior point method for semidefinite programming

Pesquisa Operacional

Djamel Benterki²  Jean-pierre Crouzeix¹  Bachir Merikhi² 

[1] ,Université Ferhat Abbas Sétif Département de Mathématiques Faculté des Sciences ,Algérie

关键词: semidefinite programming;    interior point methods;    programação semidefinida;    métodos de pontos interiores;   

DOI  :  10.1590/S0101-74382003000100005

来源: SciELO

【 摘 要 】

This paper is concerned with an algorithm proposed by Alizadeh for linear semidefinite programming. The proof of convergence given by Alizadeh relies on a wrong inequality, we correct the proof. At each step, the algorithm uses a line search. To be efficient, such a line search needs the value of the derivative, we provide this value. Finally, a few numerical examples are treated.

【 授权许可】

CC BY   
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