barrier function

A NEW BARRIER FOR A CLASS OF SEMIDEFINITE PROBLEMS

  • Paulo Roberto Oliveira
  • Erik Alex Papa Quiroz
    • Categories Semi-definite Programming Tags , , ,

    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 … Read more

    Dual Convergence of the Proximal Point Method with Bregman Distances for Linear Programming

  • João Xavier da Cruz Neto
  • Orizon Pereira Ferreira
  • Renato D.C. Monteiro
  • A. N. Iusem
    • Categories Convex and Nonsmooth Optimization, Convex Optimization, Linear Programming Tags , , , , , , ,

    In this paper we consider the proximal point method with Bregman distance applied to linear programming problems, and study the dual sequence obtained from the optimal multipliers of the linear constraints of each subproblem. We establish the convergence of this dual sequence, as well as convergence rate results for the primal sequence, for a suitable … Read more