Interior Point Trajectories in Semidefinite Programming

@article{Goldfarb1998InteriorPT,
  title={Interior Point Trajectories in Semidefinite Programming},
  author={Donald Goldfarb and Katya Scheinberg},
  journal={SIAM J. Optim.},
  year={1998},
  volume={8},
  pages={871-886}
}
In this paper we study interior point trajectories in semidefinite programming (SDP) including the central path of an SDP. This work was inspired by the seminal work of Megiddo on linear programming trajectories [ Progress in Math. Programming: Interior-Point Algorithms and Related Methods, N. Megiddo, ed., Springer-Verlag, Berlin, 1989, pp. 131--158]. Under an assumption of primal and dual strict feasibility, we show that the primal and dual central paths exist and converge to the analytic… 
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