Analyticity of weighted central paths and error bounds for semidefinite programming

The purpose of this paper is two-fold. Firstly, we show that every Cholesky-based weighted central path for semi definite programming is analytic under strict complementarity. This result is applied to homogeneous cone programming to show that the central paths defined by the known class of optimal...

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Bibliographic Details
Main Author: Chua, Chek Beng.
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2009
Subjects:
Online Access:https://hdl.handle.net/10356/91356
http://hdl.handle.net/10220/5855
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Institution: Nanyang Technological University
Language: English
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