A numerical implementation of an interior point method for semidefinite programming
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 th...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Sociedade Brasileira de Pesquisa Operacional
2003-01-01
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| Series: | Pesquisa Operacional |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382003000100005 |