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Analyticity of the central path at the boundary point
in semidefinite programming

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Margareta Halicka

In this paper we study the limiting behavior of the central path for
semidefinite programming. We show that the central path is an
analytic function of the barrier parameter even at the limit
point, provided that the semidefinite program has a strictly complementary
solution. A consequence of this property is that the
derivatives - of any order - of the central path have finite limits
as the barrier parameter goes to zero.
Technical report, Faculty Matematics, Physics and
Informatics, Comenius University, Bratislava, Slovakia

Contact: halicka@fmph.uniba.sk