Matrix analysis
On the convergence of the exponential multiplier method for convex programming
Mathematical Programming: Series A and B
The convergence of a modified barrier method for convex programming
IBM Journal of Research and Development
Asymptotic analysis of the exponential penalty trajectory in linear programming
Mathematical Programming: Series A and B
Nonlinear rescaling and proximal-like methods in convex optimization
Mathematical Programming: Series A and B
Geometry of subanalytic and semialgebraic sets
Geometry of subanalytic and semialgebraic sets
Central Paths, Generalized Proximal Point Methods, and Cauchy Trajectories in Riemannian Manifolds
SIAM Journal on Control and Optimization
On Dual Convergence of the Generalized Proximal Point Method with Bregman Distances
Mathematics of Operations Research
On the Convergence of the Central Path in Semidefinite Optimization
SIAM Journal on Optimization
An Interior Proximal Algorithm and the Exponential Multiplier Method for Semidefinite Programming
SIAM Journal on Optimization
Asymptotic behavior of the central path for a special class of degenerate SDP problems
Mathematical Programming: Series A and B
Interior Gradient and Proximal Methods for Convex and Conic Optimization
SIAM Journal on Optimization
Dual convergence of the proximal point method with Bregman distances for linear programming
Optimization Methods & Software
Penalty and Smoothing Methods for Convex Semi-Infinite Programming
Mathematics of Operations Research
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The convergence of primal and dual central paths associated to entropy and exponential functions, respectively, for semidefinite programming problem are studied in this paper. It is proved that the primal path converges to the analytic center of the primal optimal set with respect to the entropy function, the dual path converges to a point in the dual optimal set and the primal-dual path associated to this paths converges to a point in the primal-dual optimal set. As an application, the generalized proximal point method with the Kullback-Leibler distance applied to semidefinite programming problems is considered. The convergence of the primal proximal sequence to the analytic center of the primal optimal set with respect to the entropy function is established and the convergence of a particular weighted dual proximal sequence to a point in the dual optimal set is obtained.