Condition-Measure Bounds on the Behavior of the Central Trajectory of a Semi-Definete Program

Condition-Measure Bounds on the Behavior of the Central Trajectory of a Semi-Definete Program

We present bounds on various quantities of interest regarding the central trajectory of a semi-definite program (SDP), where the bounds are functions of Renegar's condition number C(d) and other naturally-occurring quantities such as the dimensions n and m. The condition number C(d) is defined...

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Bibliographic Details
Main Authors: Nunez, Manuel A., Freund, Robert M.
Format: Working Paper
Language:en_US
Published: Massachusetts Institute of Technology, Operations Research Center 2004
Subjects:
Semi-definite programming, Perturbation of convex programs, Central trajectory, Interior point methods, Ill-posed problems, Condition numbers.
Online Access:http://hdl.handle.net/1721.1/5132

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