-

 

 

 




Optimization Online





 

On the Convergence of the Entropy-Exponential Penalty Trajectories and Generalized Proximal Point Methods in Semidefinite Optimization

O. P. Ferreira (orizon***at***mat.ufg.br)
P. R. Oliveira (poliveir***at***cos.ufrj.br)
R. C. M. Silva (rmesquita***at***ufam.edu.br)

Abstract: The convergence of primal and dual central paths associated to entropy and exponential functions, respectively, for semidefinite programming problem are studied in this paper. As an application, the proximal point method with the Kullback-Leibler distance applied to semidefinite programming problems is considered, and the convergence of primal and dual sequences is proved.

Keywords: generalized proximal point methods, Bregman distances, central path, semidefinite programming.

Category 1: Linear, Cone and Semidefinite Programming

Category 2: Linear, Cone and Semidefinite Programming (Semi-definite Programming )

Citation: Journal of Global Optimization, 45, 211-227, 2009

Download:

Entry Submitted: 07/10/2006
Entry Accepted: 07/10/2006
Entry Last Modified: 04/28/2010

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Programming Society