Issue |
RAIRO-Oper. Res.
Volume 41, Number 1, January-March 2007
|
|
---|---|---|
Page(s) | 49 - 59 | |
DOI | https://doi.org/10.1051/ro:2007006 | |
Published online | 15 June 2007 |
A numerical feasible interior point method for linear semidefinite programs
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:
3
March
2005
Accepted:
29
September
2006
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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