Abstract
In Chapter 3, we have analyzed the iteration complexity of finding an ϵ-optimal solution, if an interior, sufficiently centered pair of primal and dual solutions is known beforehand. We will see in this chapter how we can adapt the algorithms of Chapter 3 to solve semidefinite programming problems without any pre-knowledge. To this end, we use the self-dual embedding technique. This technique will also be used to tackle semidefinite programming problems that may be unbounded, unsolvable, or infeasible.
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© 2000 Springer Science+Business Media Dordrecht
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Frenk, H., Roos, K., Terlaky, T., Zhang, S. (2000). Self-Dual Embedding Technique. In: Frenk, H., Roos, K., Terlaky, T., Zhang, S. (eds) High Performance Optimization. Applied Optimization, vol 33. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-3216-0_4
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DOI: https://doi.org/10.1007/978-1-4757-3216-0_4
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4419-4819-9
Online ISBN: 978-1-4757-3216-0
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