siegel cone

On the computational complexity of gap-free duals for semidefinite programming

  • Imre Pólik
  • Tamás Terlaky
    • Categories Semi-definite Programming Tags , , , , ,

    We consider the complexity of gap-free duals in semidefinite programming. Using the theory of homogeneous cones we provide a new representation of Ramana’s gap-free dual and show that the new formulation has a much better complexity than originally proved by Ramana. CitationCOR@L Technical Report, Lehigh UniversityArticleDownload View PDF

    Recursive Construction of Optimal Self-Concordant Barriers for Homogeneous Cones

  • Olena Shevchenko
    • Categories Linear, Cone and Semidefinite Programming Tags , , , ,

    In this paper, we give a recursive formula for optimal dual barrier functions on homogeneous cones. This is done in a way similar to the primal construction of Guler and Tuncel by means of the dual Siegel cone construction of Rothaus. We use invariance of the primal barrier function with respect to a transitive subgroup … Read more