TY - JOUR
T1 - An interior proximal algorithm and the exponential multiplier method for semidefinite programming
AU - Doljansky, Moshe
AU - Teboulle, Marc
PY - 1998
Y1 - 1998
N2 - 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.
AB - 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.
KW - Augmented Lagrangian/multiplier methods
KW - Exponential penalty
KW - Proximal-like methods
KW - Semidefinite optimization
UR - http://www.scopus.com/inward/record.url?scp=0032251602&partnerID=8YFLogxK
U2 - 10.1137/S1052623496309405
DO - 10.1137/S1052623496309405
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AN - SCOPUS:0032251602
SN - 1052-6234
VL - 9
SP - 1
EP - 13
JO - SIAM Journal on Optimization
JF - SIAM Journal on Optimization
IS - 1
ER -