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On Weighted Centers for Semidefinite Programming

Author

Listed:
  • Sturm, J.F.
  • Zhang, S.

Abstract

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.

Suggested Citation

  • Sturm, J.F. & Zhang, S., 1996. "On Weighted Centers for Semidefinite Programming," Econometric Institute Research Papers EI 9636-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Handle: RePEc:ems:eureir:1388
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    Cited by:

    1. Renato D. C. Monteiro & Paulo R. Zanjácomo, 2000. "General Interior-Point Maps and Existence of Weighted Paths for Nonlinear Semidefinite Complementarity Problems," Mathematics of Operations Research, INFORMS, vol. 25(3), pages 381-399, August.
    2. Arjan B. Berkelaar & Jos F. Sturm & Shuzhong Zhang, 1997. "Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming," Tinbergen Institute Discussion Papers 97-025/4, Tinbergen Institute.

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