A logarithm barrier method for semi-definite programming
نویسندگان
چکیده
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 linesearches.
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عنوان ژورنال:
- RAIRO - Operations Research
دوره 42 شماره
صفحات -
تاریخ انتشار 2008