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| Author: | Halicka, M. |
| Title: | Analyticity of the central path at the boundary point in semidefinite programming |
| Journal: | European Journal of Operational Research
2002 : DEC, VOL. 143:2, p. 311-324 |
| Index terms: | METHOD STUDY SOFTWARE ANALYTICAL REVIEW |
| Language: | eng |
| Abstract: | The central path is one of the most important concepts in the study of interior point methods. It is an analytic curve in the interior of the feasible set which tends to an optimal point at the boundary. In this paper the authors of the article study the limiting behavior of the central path for semidefinite programming (SDP). The authors of the article show that the central path is an analytic function of the barrier parameter even at the limit point, provided that the semidefinite program has a strictly complementary solution. A consequence of this property is that the derivatives - of any order - of the central path have finite limits as the barrier parameter goes to zero. |
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