Semidefinite Programs whithout feasible interior points
G. Gruber, F. Rendl
Many theoretical and algorithmic results in Semidefinite Programming
are based on the assumption that Slater's constraint qualification
is satisfied for the primal and the associated dual problem.
We consider semidefinite problems with zero duality gap for which Slaters
condition fails for at least one of the primal and dual problem.
We propose a numerically feasible way of dealing with such
The new method is based on a standard search direction with damped
Newton steps towards primal and dual feasibility.
University of Klagenfurt