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

页码：391 / 407

页数：17

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