Invariance and efficiency of convex representations

We consider two notions for the representations of convex cones: $G$-representation and lifted-$G$-representation. The former represents a convex cone as a slice of another; the latter allows in addition, the usage of auxiliary variables in the representation. We first study the basic properties of these representations. We show that some basic properties of convex cones … Read more

Limiting behavior of the Alizadeh-Haeberly-Overton weighted paths in semidefinite programming

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

Error bounds and limiting behavior of weighted paths associated with the SDP map ^{1/2}SX^{1/2}$

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