A logarithm barrier method for semi-definite programming
RAIRO - Operations Research - Recherche Opérationnelle, Volume 42 (2008) no. 2, pp. 123-139.

This paper presents a logarithmic barrier method for solving a semi-definite linear program. The descent direction is the classical Newton direction. We propose alternative ways to determine the step-size along the direction which are more efficient than classical line-searches.

DOI: 10.1051/ro:2008005
Classification: 90C22, 90C05, 90C51
Keywords: linear semi-definite programming, barrier methods, line-search
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     title = {A logarithm barrier method for semi-definite programming},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
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     publisher = {EDP-Sciences},
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Crouzeix, Jean-Pierre; Merikhi, Bachir. A logarithm barrier method for semi-definite programming. RAIRO - Operations Research - Recherche Opérationnelle, Volume 42 (2008) no. 2, pp. 123-139. doi : 10.1051/ro:2008005. http://archive.numdam.org/articles/10.1051/ro:2008005/

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