Title :
An exterior path following method on semidefinite programming
Author :
Gong, Yun ; Fan, Michael K H
Author_Institution :
Sch. of Electr. & Comput. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
Abstract :
We propose an exterior path following method based on semidefinite programming. Our method uses the so-called minimum penalty path, which is defined and characterized based on a work of Ermoliev, Kryazhimskii and Ruszczynski (1995)
Keywords :
linear programming; exterior path following method; minimum penalty path; semidefinite programming; Convergence; Ear; Eigenvalues and eigenfunctions; Functional programming; Linear matrix inequalities; Linear programming; Mathematical programming; Quadratic programming; Symmetric matrices; Vectors;
Conference_Titel :
Computer-Aided Control System Design, 1996., Proceedings of the 1996 IEEE International Symposium on
Conference_Location :
Dearborn, MI
Print_ISBN :
0-7803-3032-3
DOI :
10.1109/CACSD.1996.555293