An Interior Proximal Algorithm and the Exponential Multiplier Method for Semidefinite Programming

1 January 1998

journal article
Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Optimization

Vol. 9 (1) , 1-13
https://doi.org/10.1137/s1052623496309405

Abstract

We introduce an interior proximal algorithm for semidefinite optimization problems and establish its convergence properties. We also study the corresponding dual algorithm leading to an exponential multiplier method for semidefinite programs. Potential applications and extensions are also discussed.

Keywords

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