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On weighted centers for semidefinite programming

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  • Sturm, Jos F.
  • Zhang, Shuzhong

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  • Sturm, Jos F. & Zhang, Shuzhong, 2000. "On weighted centers for semidefinite programming," European Journal of Operational Research, Elsevier, vol. 126(2), pages 391-407, October.
    • Handle: RePEc:eee:ejores:v:126:y:2000:i:2:p:391-407
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    References listed on IDEAS

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    1. Luo, Z-Q. & Sturm, J.F. & Zhang, S., 1996. "Duality and Self-Duality for Conic Convex Programming," Econometric Institute Research Papers EI 9620-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    2. R. D. C. Monteiro & Jong-Shi Pang, 1998. "On Two Interior-Point Mappings for Nonlinear Semidefinite Complementarity Problems," Mathematics of Operations Research, INFORMS, vol. 23(1), pages 39-60, February.
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    Cited by:

    1. Brinkhuis, Jan, 2015. "On the use of coordinate-free matrix calculus," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 377-381.
    2. Sturm, J.F., 2002. "Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems," Discussion Paper 2002-73, Tilburg University, Center for Economic Research.
    3. Halicka, Margareta, 2002. "Analyticity of the central path at the boundary point in semidefinite programming," European Journal of Operational Research, Elsevier, vol. 143(2), pages 311-324, December.
    4. Sturm, J.F., 2002. "Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems," Other publications TiSEM b25faf5d-0142-4e14-b598-a, Tilburg University, School of Economics and Management.

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    12. Sturm, J.F., 2002. "Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems," Discussion Paper 2002-73, Tilburg University, Center for Economic Research.

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