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A numerical implementation of an interior point method for semidefinite programming

机译:半定规划内点法的数值实现

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This paper is concerned with an algorithm proposed by Alizadeh for linear semidefinite programming. The proof of convergence given by Alizadeh relies on a wrong inequality, we correct the proof. At each step, the algorithm uses a line search. To be efficient, such a line search needs the value of the derivative, we provide this value. Finally, a few numerical examples are treated.
机译:本文涉及Alizadeh提出的用于线性半定规划的算法。 Alizadeh给出的收敛性证明依赖于错误的不等式,我们对此证明进行了纠正。在每个步骤中,算法都使用行搜索。为了提高效率,此类线搜索需要导数的值,我们提供了该值。最后,讨论了一些数值示例。

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