Logarithmic Barrier Method Via Minorant Function for Linear Semidefinite Programming

Abstract

We propose in this study, a new logarithmic barrier approach to solve linear semidefinite programming problem. We are interested in computation of the direction by Newton’s method and of the displacement step using minorant functions instead of line search methods in order to reduce the computation cost.

Keywords

• linear semidefinite programming
• barrier methods
• line search
• 90c22
• 90c51