Search Results - subject:"Semidefinite Programming"

On Sensitivity of Central Solutions in Semidefinite Programming

Sturm, J.F.; Zhang, S. - Tinbergen Instituut - 1998

In this paper we study the properties of the analytic central path of asemidefinite programming problem under perturbation of a set of inputparameters. Specifically, we analyze the behavior of solutions on the centralpath with respect to changes on the right hand side of the...

Persistent link: https://www.econbiz.de/10011255578

Duality Results for Conic Convex Programming

Luo, Z-Q.; Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1997

This paper presents a unified study of duality properties for the problem of minimizing a linear function over the intersection of an affine space with a convex cone in finite dimension. Existing duality results are carefully surveyed and some new duality properties are established. Examples are...

Persistent link: https://www.econbiz.de/10008484096

Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming

Berkelaar, Arjan B.; Sturm, Jos F.; Zhang, Shuzhong - Tinbergen Institute - 1997

semidefinite programming, resulting in a new algorithm. Compared to other primal--dual affine scaling algorithms for semidefinite …In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite … programming. We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to …

Persistent link: https://www.econbiz.de/10005209469

Polynomial primal-dual cone affine scaling for semidefinite programming

Berkelaar, Arjan B.; Sturm, Jos F.; Zhang, Shuzhong - 1997

In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite … programming.We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to …

Persistent link: https://www.econbiz.de/10010336362

Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming

Berkelaar, Arjan B.; Sturm, Jos F.; Zhang, Shuzhong - 1997

Persistent link: https://www.econbiz.de/10010325628

Duality Results for Conic Convex Programming

Luo, Z-Q.; Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1997

Persistent link: https://www.econbiz.de/10010837814

Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming

Berkelaar, Arjan B.; Sturm, Jos F.; Zhang, Shuzhong - Tinbergen Instituut - 1997

Persistent link: https://www.econbiz.de/10011255524

Optimization of multiclass queueing networks with changeover times via the achievable region method: Part II, the multi-station case

Bertsimas, Dimitris; Niño-Mora, José - Department of Economics and Business, Universitat … - 1996

We address the problem of scheduling a multi-station multiclass queueing network (MQNET) with server changeover times to minimize steady-state mean job holding costs. We present new lower bounds on the best achievable cost that emerge as the values of mathematical programming problems (linear,...

Persistent link: https://www.econbiz.de/10005772573

Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming

Berkelaar, A.B.; Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1996

Persistent link: https://www.econbiz.de/10008584716

On Weighted Centers for Semidefinite Programming

Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1996

In this paper, we generalize the notion of weighted centers to semidefinite programming. Our analysis fits in the v …

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