homogeneous cone programming

Analyticity of weighted central path and error bound for semidefinite programming

  • Chek Beng Chua
    • Categories Convex Optimization, Semi-definite Programming Tags , , ,

    The purpose of this paper is two-fold. Firstly, we show that every Cholesky-based weighted central path for semidefinite programming is analytic under strict complementarity. This result is applied to homogeneous cone programming to show that the central paths defined by the known class of optimal self-concordant barriers are analytic in the presence of strictly complementary … Read more

    A new notion of weighted centers for semidefinite programming

  • Chek Beng Chua
    • Categories Convex Optimization, Linear, Cone and Semidefinite Programming, Semi-definite Programming Tags , , , , ,

    The notion of weighted centers is essential in V-space interior-point algorithms for linear programming. Although there were some successes in generalizing this notion to semidefinite programming via weighted center equations, we still do not have a generalization that preserves two important properties — 1) each choice of weights uniquely determines a pair of primal-dual weighted … Read more