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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...
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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 semidefiniteprogramming, resulting in a new algorithm....
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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 semidefiniteprogramming, resulting in a new algorithm....
Persistent link: https://www.econbiz.de/10010336362