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http://dx.doi.org/10.14317/jami.2011.29.5_6.1245

A REGULARIZATION INTERIOR POINT METHOD FOR SEMIDEFINITE PROGRAMMING WITH FREE VARIABLES  

Liu, Wanxiang (School of Managemen Science, Qufu Normal University)
Gao, Chengcai (School of Managemen Science, Qufu Normal University)
Wang, Yiju (School of Managemen Science, Qufu Normal University)
Publication Information
Journal of applied mathematics & informatics / v.29, no.5_6, 2011 , pp. 1245-1256 More about this Journal
Abstract
In this paper, we proposed a regularization interior point method for semidefinite programming with free variables which can be taken as an extension of the algorithm for standard semidefinite programming. Since an inexact search direction at each iteration is used, the computation of the designed algorithm is much less compared with the existing solution methods. The convergence analysis of the method is established under weak conditions.
Keywords
semidefinite optimization; free variables; regularization; global convergence;
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