An Interior Proximal Algorithm and the Exponential Multiplier Method for Semidefinite Programming

Authors:
Moshe Doljansky;Marc Teboulle
Affiliations:
-;-
Venue:
SIAM Journal on Optimization
Year:
1998

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Abstract

We introduce an interior proximal algorithm for semidefinite optimization problems and establish its convergence properties. We also study the corresponding dual algorithm leading to an exponential multiplier method for semidefinite programs. Potential applications and extensions are also discussed.