On Weighted Centers for Semidefinite Programming

J.F. Sturm and Stephen Zhang

No EI 9636-/A, Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Abstract: In this paper, we generalize the notion of weighted centers to semidefinite programming. Our analysis fits in the v-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.

Keywords: semidefinite programming; symmetric primal-dual transformation; weighted center (search for similar items in EconPapers)
Date: 1996-01-01
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:ems:eureir:1388

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