A numerical implementation of an interior point method for semidefinite programming
This paper is concerned with an algorithm proposed by Alizadeh for linear semidefinite programming. The proof of convergence given by Alizadeh relies on a wrong inequality, we correct the proof. At each step, the algorithm uses a line search. To be efficient, such a line search needs the value of the derivative, we provide this value. Finally, a few numerical examples are treated.
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| Main Authors: | , , |
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| Format: | Digital revista |
| Language: | English |
| Published: |
Sociedade Brasileira de Pesquisa Operacional
2003
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| Online Access: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382003000100005 |
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| Summary: | This paper is concerned with an algorithm proposed by Alizadeh for linear semidefinite programming. The proof of convergence given by Alizadeh relies on a wrong inequality, we correct the proof. At each step, the algorithm uses a line search. To be efficient, such a line search needs the value of the derivative, we provide this value. Finally, a few numerical examples are treated. |
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