A numerical feasible interior point method for linear semidefinite programs

Issue		RAIRO Oper. Res. Volume 41, Number 1, January-March 2007


Page(s)		49 - 59
DOI		10.1051/ro:2007006
Published online		15 June 2007

RAIRO Oper. Res. 41 (2007) 49-59
DOI: 10.1051/ro:2007006

A numerical feasible interior point method for linear semidefinite programs

Djamel Benterki¹, Jean-Pierre Crouzeix² and Bachir Merikhi¹

¹ Département de Mathématiques, Faculté des sciences, Université Ferhat Abbas, Sétif, 19000, Algérie ; dj_benterki@yahoo.fr; b_merikhi@yahoo.fr
² LIMOS, Université Blaise Pascal, 63177 Aubière Cedex, France; jp.crouzeix@math.univ-bpclermont.fr

(Received March 3, 2005. Accepted September 29, 2006 Published online 15 June 2007.)

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.

Mathematics Subject Classification. 90C51, 90C22, 90C05.

Key words: Linear programming, semidefinite programming, interior point methods.

© EDP Sciences, ROADEF, SMAI 2007

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