A conversion of an SDP having free variables into the standard form SDP

@article{Kobayashi2007ACO,
  title={A conversion of an SDP having free variables into the standard form SDP},
  author={Kazuhiro Kobayashi and Kazuhide Nakata and Masakazu Kojima},
  journal={Computational Optimization and Applications},
  year={2007},
  volume={36},
  pages={289-307}
}
Abstract This paper deals with a semidefinite program (SDP) having free variables, which often appears in practice. To apply the primal–dual interior-point method, we usually need to convert our SDP into the standard form having no free variables. One simple way of conversion is to represent each free variable as a difference of two nonnegative variables. But this conversion not only expands the size of the SDP to be solved but also yields some numerical difficulties which are caused by the non… CONTINUE READING

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