Volume 42, Number 2, April-June 2008CIRO 05
|Page(s)||123 - 139|
|Published online||17 May 2008|
A logarithm barrier method for semi-definite programming
LIMOS, Université Blaise Pascal,
Campus des Cézaux, 63174 Aubière, France; email@example.com
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. firstname.lastname@example.org
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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