On weighted centers for semidefinite programming

被引：6
作者：
Sturm, JF [1 ]
Zhang, SZ [1 ]
机构：
[1] Erasmus Univ, Inst Econometr, Rotterdam, Netherlands
来源：
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 2000年 / 126卷 / 02期
关键词：
semidefinite programming; symmetric primal-dual transformation; weighted center;
D O I：
10.1016/S0377-2217(99)00299-4
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, we generalize the notion of weighted centers to semidefinite programming. Our analysis fits in the nu-space framework, which is purely based on the symmetric primal-dual transformation and does not make use of barriers. Existence and scale invariance properties are proven for the weighted centers. Relations with other primal-dual maps are discussed. (C) 2000 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：391 / 407
页数：17
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