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.
Mots-clés : linear programming, semidefinite programming, interior point methods
@article{RO_2007__41_1_49_0,
author = {Benterki, Djamel and Crouzeix, Jean-Pierre and Merikhi, Bachir},
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},
number = {1},
year = {2007},
doi = {10.1051/ro:2007006},
mrnumber = {2310539},
language = {en},
url = {http://www.numdam.org/articles/10.1051/ro:2007006/}
}
TY - JOUR AU - Benterki, Djamel AU - Crouzeix, Jean-Pierre AU - Merikhi, Bachir TI - A numerical feasible interior point method for linear semidefinite programs JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2007 SP - 49 EP - 59 VL - 41 IS - 1 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ro:2007006/ DO - 10.1051/ro:2007006 LA - en ID - RO_2007__41_1_49_0 ER -
%0 Journal Article %A Benterki, Djamel %A Crouzeix, Jean-Pierre %A Merikhi, Bachir %T A numerical feasible interior point method for linear semidefinite programs %J RAIRO - Operations Research - Recherche Opérationnelle %D 2007 %P 49-59 %V 41 %N 1 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/ro:2007006/ %R 10.1051/ro:2007006 %G en %F RO_2007__41_1_49_0
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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