A logarithm barrier method for semi-definite programming

Author： Crouzeix Jean-Pierre   Merikhi Bachir  

Publisher： Edp Sciences

E-ISSN： 1290-3868|42|2|123-139

ISSN： 0399-0559

Source： RAIRO - Operations Research, Vol.42, Iss.2, 2008-05, pp. : 123-139

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Abstract

This paper presents a logarithmic barrier method for solving a semi-definite linear program. The descent direction is the classical Newton direction. We propose alternative ways to determine the step-size along the direction which are more efficient than classical line-searches.

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