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.