| Issue |
RAIRO-Oper. Res.
Volume 42, Number 2, April-June 2008
CIRO 05
|
|
|---|---|---|
| Page(s) | 123 - 139 | |
| DOI | https://doi.org/10.1051/ro:2008005 | |
| Published online | 17 May 2008 | |
A logarithm barrier method for semi-definite programming
1
LIMOS, Université Blaise Pascal,
Campus des Cézaux, 63174 Aubière, France; jp.crouzeix@isima.fr
2
Laboratoire d'optimisation, Université Ferhat Abbas, Algérie; the research of this author has been made possible
thanks to a PROFAS grant and the hospitality of Université Blaise Pascal. b_merikhi@yahoo.fr
Received:
1
September
2006
Accepted:
1
September
2006
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.
Mathematics Subject Classification: 90C22 / 90C05 / 90C51
Key words: Linear semi-definite programming / barrier methods / line-search.
© EDP Sciences, ROADEF, SMAI, 2008
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