A numerical feasible interior point method for linear semidefinite programs

作     者：Benterki, Djamel Crouzeix, Jean-Pierre Merikhi, Bachir 

作者机构：Univ Ferhat Abbas Fac Sci Dept Math Setif 19000 Algeria Univ Clermont Ferrand LIMOS F-63177 Aubiere France 

出 版 物：《RAIRO-OPERATIONS RESEARCH》 (法国自动化、信息与运筹学；运筹学)

年 卷 期：2007年第41卷第1期

页      面：49-59页

核心收录：

学科分类：12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070105[理学-运筹学与控制论] 0701[理学-数学] 

主　　题：linear programming semidefinite programming interior point methods 

摘      要：This paper presents a feasible primal algorithm for linear semidefinite programming. The algorithm starts with a strictly feasible solution, but in case where no such a solution is known, an application of the algorithm to an associate problem allows to obtain one. Finally, we present some numerical experiments which show that the algorithm works properly.