A new barrier for a class of semidefinite problems

Erik Alex Papa Quiroz, Paolo Roberto Oliveira

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

We introduce a new barrier function to solve a class of Semidefinite Optimization Problems (SOP) with bounded variables. That class is motivated by some (SOP) as the minimization of the sum of the first few eigenvalues of symmetric matrices and graph partitioning problems. We study the primal-dual central path defined by the new barrier and we show that this path is analytic, bounded and that all cluster points are optimal solutions of the primal-dual pair of problems. Then, using some ideas from semi-analytic geometry we prove its full convergence. Finally, we introduce a new proximal point algorithm for that class of problems and prove its convergence.

Original languageEnglish
Pages (from-to)303-323
Number of pages21
JournalRAIRO - Operations Research
Volume40
Issue number3
DOIs
StatePublished - Jul 2006
Externally publishedYes

Keywords

  • Barrier function
  • Central path
  • Interior point methods
  • Semidefinite optimization

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