p. 111 - 127
Limiting behavior and analyticity of two special types
of infeasible weighted central paths
in semidefinite programming
Received: February 1, 2009 Revised: November 20, 2009; Accepted: June 2, 2009
Abstract. The central path is the most important concept in the theory of interior point methods. It is an analytic curve in the interior of the feasible set which tends to an optimal point at the boundary. The analyticity properties of the paths are connected to the analysis of the superlinear convergence of the interior point algorithms for semidefinite programming. In this paper we study the analyticity of two special types of weighted central paths in semidefinite programming, under the condition of the existence of the strictly complementary solution.
Keywords: Semidefinite programming; interior-point methods; weighted central path; analyticity.
AMS Subject classification: Primary: 90C51, 90C22
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