Title
A new barrier for a class of semidefinite problems
Date Issued
01 January 2006
Access level
open access
Resource Type
journal article
Author(s)
Oliveira P.R.
Publisher(s)
EDP Sciences
Abstract
We introduce a new barrier function to solve a class of Semidefinite Optimization Problems (SOP) with bounded variables. That class is motivated by some (SOP) as the minimization of the sum of the first few eigenvalues of symmetric matrices and graph partitioning problems. We study the primal-dual central path defined by the new barrier and we show that this path is analytic, bounded and that all cluster points are optimal solutions of the primal-dual pair of problems. Then, using some ideas from semi-analytic geometry we prove its full convergence. Finally, we introduce a new proximal point algorithm for that class of problems and prove its convergence. © EDP Sciences 2006.
Start page
303
End page
323
Volume
40
Issue
3
Language
English
OCDE Knowledge area
Matemáticas aplicadas
Ingeniería de sistemas y comunicaciones
Subjects
Scopus EID
2-s2.0-33751436810
Source
RAIRO - Operations Research
ISSN of the container
03990559
DOI of the container
10.1051/ro:2006022
Sources of information:
Directorio de Producción Científica
Scopus