A numerical implementation of an interior point method for semidefinite programming

Detalhes bibliográficos
Autor(a) principal: Benterki,Djamel
Data de Publicação: 2003
Outros Autores: Crouzeix,Jean-Pierre, Merikhi,Bachir
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Pesquisa operacional (Online)
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382003000100005
Resumo: This paper is concerned with an algorithm proposed by Alizadeh for linear semidefinite programming. The proof of convergence given by Alizadeh relies on a wrong inequality, we correct the proof. At each step, the algorithm uses a line search. To be efficient, such a line search needs the value of the derivative, we provide this value. Finally, a few numerical examples are treated.
id SOBRAPO-1_93207a405b47f4038eaa067340c5df72
oai_identifier_str oai:scielo:S0101-74382003000100005
network_acronym_str SOBRAPO-1
network_name_str Pesquisa operacional (Online)
repository_id_str
spelling A numerical implementation of an interior point method for semidefinite programmingsemidefinite programminginterior point methodsThis paper is concerned with an algorithm proposed by Alizadeh for linear semidefinite programming. The proof of convergence given by Alizadeh relies on a wrong inequality, we correct the proof. At each step, the algorithm uses a line search. To be efficient, such a line search needs the value of the derivative, we provide this value. Finally, a few numerical examples are treated.Sociedade Brasileira de Pesquisa Operacional2003-01-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382003000100005Pesquisa Operacional v.23 n.1 2003reponame:Pesquisa operacional (Online)instname:Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)instacron:SOBRAPO10.1590/S0101-74382003000100005info:eu-repo/semantics/openAccessBenterki,DjamelCrouzeix,Jean-PierreMerikhi,Bachireng2003-05-26T00:00:00Zoai:scielo:S0101-74382003000100005Revistahttp://www.scielo.br/popehttps://old.scielo.br/oai/scielo-oai.php||sobrapo@sobrapo.org.br1678-51420101-7438opendoar:2003-05-26T00:00Pesquisa operacional (Online) - Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)false
dc.title.none.fl_str_mv A numerical implementation of an interior point method for semidefinite programming
title A numerical implementation of an interior point method for semidefinite programming
spellingShingle A numerical implementation of an interior point method for semidefinite programming
Benterki,Djamel
semidefinite programming
interior point methods
title_short A numerical implementation of an interior point method for semidefinite programming
title_full A numerical implementation of an interior point method for semidefinite programming
title_fullStr A numerical implementation of an interior point method for semidefinite programming
title_full_unstemmed A numerical implementation of an interior point method for semidefinite programming
title_sort A numerical implementation of an interior point method for semidefinite programming
author Benterki,Djamel
author_facet Benterki,Djamel
Crouzeix,Jean-Pierre
Merikhi,Bachir
author_role author
author2 Crouzeix,Jean-Pierre
Merikhi,Bachir
author2_role author
author
dc.contributor.author.fl_str_mv Benterki,Djamel
Crouzeix,Jean-Pierre
Merikhi,Bachir
dc.subject.por.fl_str_mv semidefinite programming
interior point methods
topic semidefinite programming
interior point methods
description This paper is concerned with an algorithm proposed by Alizadeh for linear semidefinite programming. The proof of convergence given by Alizadeh relies on a wrong inequality, we correct the proof. At each step, the algorithm uses a line search. To be efficient, such a line search needs the value of the derivative, we provide this value. Finally, a few numerical examples are treated.
publishDate 2003
dc.date.none.fl_str_mv 2003-01-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382003000100005
url http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382003000100005
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.1590/S0101-74382003000100005
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Sociedade Brasileira de Pesquisa Operacional
publisher.none.fl_str_mv Sociedade Brasileira de Pesquisa Operacional
dc.source.none.fl_str_mv Pesquisa Operacional v.23 n.1 2003
reponame:Pesquisa operacional (Online)
instname:Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
instacron:SOBRAPO
instname_str Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
instacron_str SOBRAPO
institution SOBRAPO
reponame_str Pesquisa operacional (Online)
collection Pesquisa operacional (Online)
repository.name.fl_str_mv Pesquisa operacional (Online) - Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
repository.mail.fl_str_mv ||sobrapo@sobrapo.org.br
_version_ 1750318016234520576

Registros relacionados