Self-Dual Embedding Technique

  • Hans Frenk
  • Kees Roos
  • Tamás Terlaky
  • Shuzhong Zhang
Part of the Applied Optimization book series (APOP, volume 33)

Abstract

In Chapter 3, we have analyzed the iteration complexity of finding an ϵ-optimal solution, if an interior, sufficiently centered pair of primal and dual solutions is known beforehand. We will see in this chapter how we can adapt the algorithms of Chapter 3 to solve semidefinite programming problems without any pre-knowledge. To this end, we use the self-dual embedding technique. This technique will also be used to tackle semidefinite programming problems that may be unbounded, unsolvable, or infeasible.

Keywords

Convex Program Cluster Point Semidefinite Programming Strong Duality Centered Sequence 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 2000

Authors and Affiliations

  • Hans Frenk
    • 1
  • Kees Roos
    • 2
  • Tamás Terlaky
    • 2
  • Shuzhong Zhang
    • 1
  1. 1.Erasmus UniversityRotterdamThe Netherlands
  2. 2.Delft University of TechnologyThe Netherlands

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