This paper studies the limiting behavior of weighted infeasible central paths for semidefinite programming obtained from centrality equations of the form $X S + SX = 2 \nu W$, where $W$ is a fixed positive definite matrix and $\nu>0$ is a parameter, under the assumption that the problem has a strictly complementary primal-dual optimal solution. … Read more
This paper studies the asymptotic behavior of the central path $(X(\nu),S(\nu),y(\nu))$ as $\nu \downarrow 0$ for a class of degenerate semidefinite programming (SDP) problems, namely those that do not have strictly complementary primal-dual optimal solutions and whose “degenerate diagonal blocks” $X_{\cT}(\nu)$ and $S_{\cT}(\nu)$ of the central path are assumed to satisfy $\max\{ \|X_{\cT}(\nu)\|, \|S_{\cT}(\nu)\| \} … Read more
This paper studies the limiting behavior of weighted infeasible central paths for semidefinite programming obtained from centrality equations of the form $X^{1/2}S X^{1/2} = \nu W$, where $W$ is a fixed positive definite matrix and $\nu>0$ is a parameter, under the assumption that the problem has a strictly complementary primal-dual optimal solution. It is shown … Read more