On Weighted Centers for Semidefinite Programming
In this paper, we generalize the notion of weighted centers to semidefinite programming. Our analysis fits in the v-space framework, which is purely based on the symmetric primal-dual transformation and does not make use of barriers. Existence and scale invariance properties are proven for the weighted centers. Relations with other primal-dual maps are discussed.
|Keywords||semidefinite programming, symmetric primal-dual transformation, weighted center|
Sturm, J.F., & Zhang, S.. (1996). On Weighted Centers for Semidefinite Programming (No. EI 9636-/A). Retrieved from http://hdl.handle.net/1765/1388