Method of approximate centers for semi-definite programming

B. He, E. de Klerk, C. Roos, T. Terlaky

The success of interior point algorithms for large-scale linear programming has prompted researchers to extend these algorithms to the semidefinite programming case. In this paper, the so-called method of approximate centers is extended to semidefinite programming.

Report 96-27, Faculty of Technical Mathematics and Informatics, Delft University of Technology, 1996