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In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming.We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefiniteprogramming, resulting in a new algorithm....
Persistent link: https://www.econbiz.de/10010336362
In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming.We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefiniteprogramming, resulting in a new algorithm....
Persistent link: https://www.econbiz.de/10010325628
In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming. We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefinite programming, resulting in a new algorithm....
Persistent link: https://www.econbiz.de/10005209469
In this paper we study the properties of the analytic central path of asemidefinite programming problem under perturbation of a set of inputparameters. Specifically, we analyze the behavior of solutions on the centralpath with respect to changes on the right hand side of the...
Persistent link: https://www.econbiz.de/10011284099
Persistent link: https://www.econbiz.de/10001773645
Persistent link: https://www.econbiz.de/10001571313
In this paper we consider properties of the central path and the analytic center of the optimalface in the context of parametric linear programming. We first show that if the right-hand sidevector of a standard linear program is perturbed, then the analytic center of the optimal face isone-side...
Persistent link: https://www.econbiz.de/10010372855
In this paper we study several issues related to the characterization of specific classes of multivariate quadratic mappings that are nonnegative over a given domain, with nonnegativity defined by a pre-specified conic order. In particular, we consider the set (cone) of nonnegative quadratic...
Persistent link: https://www.econbiz.de/10014071799
In this paper we discuss a locational model with a profit-maximizing objective. The model can be illustrated by the followingsituation. There is a set of potential customers in a given region. A firm enters the market and wants to sell a certainproduct to this set of customers. The location and...
Persistent link: https://www.econbiz.de/10011255826
In this paper we consider optimization problems defined by a quadraticobjective function and a finite number of quadratic inequality constraints.Given that the objective function is bounded over the feasible set, we presenta comprehensive study of the conditions under which the optimal solution...
Persistent link: https://www.econbiz.de/10011255861