Preprocessing and Reduction for Degenerate Semidefinite Programs

  title={Preprocessing and Reduction for Degenerate Semidefinite Programs},
  author={Yuen-Lam Cheung and Simon P. Schurr and Henry Wolkowicz},
4 This paper presents a backward stable preprocessing technique for (nearly) ill-posed semidef5 inite programming, SDP, problems, i.e., programs for which Slater’s constraint qualification, 6 existence of strictly feasible points, (nearly) fails. 7 Current popular algorithms for semidefinite programming rely on primal-dual interior-point, 8 p-d i-p methods. These algorithms require Slater’s constraint qualification for both the primal 9 and dual problems. This assumption guarantees the… CONTINUE READING