1996
On Weighted Centers for Semidefinite Programming
Publication
Publication
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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hdl.handle.net/1765/1388 | |
Econometric Institute Research Papers | |
Organisation | 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 http://hdl.handle.net/1765/1388 |