Abstract:
In this paper, we present a logarithmic barrier interior-point method for solving a semidefinite programming problem. Newton's method is used to compute the descent direction, and minorant function are used as an efficient alternative to line search methods to determine the displacement step along the direction in order to reduce the computation cost.
Keywords:
semidefinite programming, interior-point methods, logarithmic barrier methods, line search.
Received: 16.04.2017 Received in revised form: 06.12.2017 Accepted: 07.03.2018
Bibliographic databases:
Document Type:
Article
UDC:519.21
Language: English
Citation:
Assma Leulmi, Bachir Merikhi, Djamel Benterki, “Study of a logarithmic barrier approach for linear semidefinite programming”, J. Sib. Fed. Univ. Math. Phys., 11:3 (2018), 300–312
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