On Weighted Centers for Semidefinite Programming

Jos F. Sturm and Shuzhong Zhang

In this paper, we generalize the notion of weighted centers to semidefinite programming. Our analysis fits in the v-space framework, which is purely based on the symmetric primal-dual transformation and does not make use of barriers. Existence and scale invariance properties are proven for the weighted centers. Relations with other primal-dual maps are discussed.

Report 9636/A, Econometric Institute, Erasmus University Rotterdam, the Netherlands (1996) 19 pages.

Contact: sturm@opres.few.eur.nl