An interior proximal algorithm and the exponential multiplier method for semidefinite programming

Moshe Doljansky; Marc Teboulle

doi:10.1137/S1052623496309405

An interior proximal algorithm and the exponential multiplier method for semidefinite programming

Moshe Doljansky^*, Marc Teboulle

^*Corresponding author for this work

School of Mathematical Sciences

Research output: Contribution to journal › Article › peer-review

Abstract

We introduce an interior proximal algorithm for semidefinite optimization problems and establish its convergence properties. We also study the corresponding dual algorithm leading to an exponential multiplier method for semidefinite programs. Potential applications and extensions are also discussed.

Original language	English
Pages (from-to)	1-13
Number of pages	13
Journal	SIAM Journal on Optimization
Volume	9
Issue number	1
DOIs	https://doi.org/10.1137/S1052623496309405
State	Published - 1998

Keywords

Augmented Lagrangian/multiplier methods
Exponential penalty
Proximal-like methods
Semidefinite optimization

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title = "An interior proximal algorithm and the exponential multiplier method for semidefinite programming",

abstract = "We introduce an interior proximal algorithm for semidefinite optimization problems and establish its convergence properties. We also study the corresponding dual algorithm leading to an exponential multiplier method for semidefinite programs. Potential applications and extensions are also discussed.",

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author = "Moshe Doljansky and Marc Teboulle",

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AU - Teboulle, Marc

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KW - Augmented Lagrangian/multiplier methods

KW - Exponential penalty

KW - Proximal-like methods

KW - Semidefinite optimization

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DO - 10.1137/S1052623496309405

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JO - SIAM Journal on Optimization

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An interior proximal algorithm and the exponential multiplier method for semidefinite programming

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Keywords

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