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

On sensitivity of central solutions in semidefinite programming

Sturm, Jos F.; Zhang, Shuzhong - 1998

Persistent link: https://www.econbiz.de/10011284099

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/10010325628

Duality Results for Conic Convex Programming

Luo, Z-Q.; Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 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/10010837814

Duality Results for Conic Convex Programming

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

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 - Tinbergen Instituut - 1997

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

Polynomial primal-dual cone affine scaling for semidefinite programming

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

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

Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming

Berkelaar, Berkelaar, A.B.; Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1996

Persistent link: https://www.econbiz.de/10010837945

Superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite programming

Luo, Z-Q.; Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1996

This paper establishes the superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite … programming under the assumptions that the semidefinite program has a strictly complementary primal-dual optimal solution and that … superlinearly with order [TeX: $\\frac{2}{1+2^{-2r}}$]. The proof relies on a careful analysis of the central path for semidefinite …

Persistent link: https://www.econbiz.de/10011149301