Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1995
In this paper a symmetric primal-dual transformation for positive semidefinite programming is proposed. For standard … SDP problems, after this symmetric transformation the primal variables and the dual slacks become identical. In the … context of linear programming, existence of such a primal-dual transformation is a well known fact. Based on this symmetric …