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.

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Econometric Institute Research Papers
Erasmus School of Economics

Sturm, J. F., & Zhang, S. (1996). On Weighted Centers for Semidefinite Programming (No. EI 9636-/A). Econometric Institute Research Papers. Retrieved from