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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| 格式: | Article |
| 語言: | English |
| 出版: |
2009
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| 在線閱讀: | https://hdl.handle.net/10356/91356 http://hdl.handle.net/10220/5855 |
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| 機構: | Nanyang Technological University |
| 語言: | English |