Shafiu Jibrin

Computing Weighted Analytic Center for Linear Matrix Inequalities Using Infeasible Newton’s Method

  • Shafiu Jibrin
    • Categories Constrained Nonlinear Optimization, Convex Optimization, Semi-definite Programming Tags , ,

    We study the problem of computing weighted analytic center for system of linear matrix inequality constraints. The problem can be solved using the Standard Newton’s method. However, this approach requires that a starting point in the interior point of the feasible region be given or a Phase I problem be solved. We address the problem … Read more

    Identifying Redundant Linear Constraints in Systems of Linear Matrix Inequality Constraints

  • Shafiu Jibrin
  • Daniel Stover
    • Categories Semi-definite Programming Tags , , ,

    Semidefinite programming has been an interesting and active area of research for several years. In semidefinite programming one optimizes a convex (often linear) objective function subject to a system of linear matrix inequality constraints. Despite its numerous applications, algorithms for solving semidefinite programming problems are restricted to problems of moderate size because the computation time … Read more