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 |
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Pages (from-to) | 1-13 |
Number of pages | 13 |
Journal | SIAM Journal on Optimization |
Volume | 9 |
Issue number | 1 |
DOIs | |
State | Published - 1998 |
Keywords
- Augmented Lagrangian/multiplier methods
- Exponential penalty
- Proximal-like methods
- Semidefinite optimization