On the convergence of the entropy-exponential penalty trajectories and generalized proximal point methods in semidefinite optimization
نویسندگان
چکیده
The convergence of primal and dual central paths associated to entropy and exponential functions, respectively, for semidefinite programming problem are studied in this paper. As an application, the proximal point method with the Kullback-Leibler distance applied to semidefinite programming problems is considered, and the convergence of primal and dual sequences is proved.
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ورودعنوان ژورنال:
- J. Global Optimization
دوره 45 شماره
صفحات -
تاریخ انتشار 2009