Geodesic
A logarithm barrier method for semi-definite programming
RAIRO - Operations Research - Recherche Opérationnelle, Tome 42 (2008) no. 2, pp. 123-139

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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.

DOI : 10.1051/ro:2008005
Classification : 90C22, 90C05, 90C51
Keywords: linear semi-definite programming, barrier methods, line-search 
@article{RO_2008__42_2_123_0,
     author = {Crouzeix, Jean-Pierre and Merikhi, Bachir},
     title = {A logarithm barrier method for semi-definite programming},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {123--139},
     publisher = {EDP-Sciences},
     volume = {42},
     number = {2},
     year = {2008},
     doi = {10.1051/ro:2008005},
     mrnumber = {2431396},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ro:2008005/}
}
TY  - JOUR
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AU  - Merikhi, Bachir
TI  - A logarithm barrier method for semi-definite programming
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SP  - 123
EP  - 139
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PB  - EDP-Sciences
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DO  - 10.1051/ro:2008005
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Crouzeix, Jean-Pierre; Merikhi, Bachir. A logarithm barrier method for semi-definite programming. RAIRO - Operations Research - Recherche Opérationnelle, Tome 42 (2008) no. 2, pp. 123-139. doi: 10.1051/ro:2008005

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