An interior proximal algorithm and the exponential multiplier method for semidefinite programming

被引：21

作者：

Doljansky, M ^{[1
]}

Teboulle, M ^{[1
]}

机构：

[1] Tel Aviv Univ, Sch Math Sci, IL-69978 Ramat Aviv, Israel

来源：

SIAM JOURNAL ON OPTIMIZATION | 1998年 / 9卷 / 01期

关键词：

semidefinite optimization; proximal-like methods; exponential penalty; augmented Lagrangian/multiplier methods;

D O I：

10.1137/S1052623496309405

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：1 / 13

页数：13

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