Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/91356
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dc.contributor.authorChua, Chek Beng.en
dc.date.accessioned2009-07-29T09:08:18Zen
dc.date.accessioned2019-12-06T18:04:12Z-
dc.date.available2009-07-29T09:08:18Zen
dc.date.available2019-12-06T18:04:12Z-
dc.date.copyright2007en
dc.date.issued2007en
dc.identifier.citationChua, C. B. (2007). Analyticity of weighted central paths and error bounds for semidefinite programming. Mathematical Programming, 239-271.en
dc.identifier.issn0025-5610en
dc.identifier.urihttps://hdl.handle.net/10356/91356-
dc.description.abstractThe purpose of this paper is two-fold. Firstly, we show that every Cholesky-based weighted central path for semi definite programming is analytic under strict complementarity. This result is applied to homogeneous cone programming to show that the central paths defined by the known class of optimal self-concordant barriers are analytic in the presence of strictly complementary solutions. Secondly, we consider a sequence of primal-dual solutions that lies within a prescribed neighborhood of the central path of a pair of primal-dual semi definite programming problems, and converges to the respective optimal faces. Under the additional assumption of strict complementarity, we derive two necessary and sufficient conditions for the sequence of primal-dual solutions to converge linearly with their duality gaps.en
dc.format.extent28 p.en
dc.language.isoenen
dc.relation.ispartofseriesMathematical programmingen
dc.rightsMathematical Programming @ copyright 2007 Springer-Verlag. The journal's website is located at http://www.springerlink.com.ezlibproxy1.ntu.edu.sg/content/103081.en
dc.subjectDRNTU::Science::Mathematics::Applied mathematics::Optimizationen
dc.titleAnalyticity of weighted central paths and error bounds for semidefinite programmingen
dc.typeJournal Articleen
dc.contributor.schoolSchool of Physical and Mathematical Sciencesen
dc.identifier.doi10.1007/s10107-007-0155-zen
dc.description.versionAccepted versionen
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