Assma Leulmi, Bachir Merikhi, Djamel Benterki, “Study of a logarithmic barrier approach for linear semidefinite programming”, J. Sib. Fed. Univ. Math. Phys., 2018, Volume 11, Issue 3,Pages <nobr>300

This article is cited in 7 papers

Study of a logarithmic barrier approach for linear semidefinite programming

Assma Leulmi^a, Bachir Merikhi^b, Djamel Benterki^b

^a Department of Mathematics, University of Skikda, Algeria
^b Department of Mathematics, Ferhat Abbas Setif University, Algeria

Abstract: In this paper, we present a logarithmic barrier interior-point method for solving a semidefinite programming problem. Newton's method is used to compute the descent direction, and minorant function are used as an efficient alternative to line search methods to determine the displacement step along the direction in order to reduce the computation cost.

Keywords: semidefinite programming, interior-point methods, logarithmic barrier methods, line search.

UDC: 519.21

Received: 16.04.2017
Received in revised form: 06.12.2017
Accepted: 07.03.2018

Language: English

DOI: 10.17516/1997-1397-2018-11-3-300-312