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

Moshe Doljansky, Marc Teboulle

Research output: Contribution to journalArticlepeer-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 languageEnglish
Pages (from-to)1-13
Number of pages13
JournalSIAM Journal on Optimization
Volume9
Issue number1
DOIs
StatePublished - 1998

Keywords

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

Fingerprint

Dive into the research topics of 'An interior proximal algorithm and the exponential multiplier method for semidefinite programming'. Together they form a unique fingerprint.

Cite this