On Weighted Centers for Semidefinite Programming

In this paper, we generalize the notion of weighted centers to semidefinite programming. Our analysis fits in the v-space framework, which is purely based on the symmetric primal-dual transformation and does not make use of barriers. Existence and scale invariance properties are proven for the weighted centers. Relations with other primal-dual maps are discussed.

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Year of publication:	1996-01-01
Authors:	Sturm, J.F. ; Zhang, S.
Institutions:	Erasmus University Rotterdam, Econometric Institute
Subject:	semidefinite programming \| symmetric primal-dual transformation \| weighted center

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Extent:	application/pdf
Series:	Econometric Institute Report. - ISSN 1566-7294.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:dgr:eureir Number EI 9636-/A
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008584768