no. 1
A numerical feasible interior point method for linear semidefinite programs
RAIRO - Operations Research - Recherche Opérationnelle, Tome 41 (2007) no. 1, pp. 49-59.

This paper presents a feasible primal algorithm for linear semidefinite programming. The algorithm starts with a strictly feasible solution, but in case where no such a solution is known, an application of the algorithm to an associate problem allows to obtain one. Finally, we present some numerical experiments which show that the algorithm works properly.

DOI : 10.1051/ro:2007006
Classification : 90C51, 90C22, 90C05
Mots clés : linear programming, semidefinite programming, interior point methods 
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     title = {A numerical feasible interior point method for linear semidefinite programs},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {49--59},
     publisher = {EDP-Sciences},
     volume = {41},
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     mrnumber = {2310539},
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     url = {http://www.numdam.org/articles/10.1051/ro:2007006/}
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Benterki, Djamel; Crouzeix, Jean-Pierre; Merikhi, Bachir. A numerical feasible interior point method for linear semidefinite programs. RAIRO - Operations Research - Recherche Opérationnelle, Tome 41 (2007) no. 1, pp. 49-59. doi : 10.1051/ro:2007006. http://www.numdam.org/articles/10.1051/ro:2007006/

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