Abstract
We present a special class of regularized central paths for standard primal-dual semidefinite program (SDP) that can be used to design path-following algorithms for finding the projection of any symmetric matrix/vector onto the solution set of the SDP. We will study the existence, convergence, and analytical properties of these paths.
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A. Lin was partially supported by Middle Tennessee State University FRCAC Grant, Spring 2006–Fall 2006.
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Lin, A. On a special class of regularized central paths for semidefinite programs. Math. Program. 122, 65–85 (2010). https://doi.org/10.1007/s10107-008-0241-x
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DOI: https://doi.org/10.1007/s10107-008-0241-x