Research Article
An Interior Point Method for Solving Semidefinite Programs Using Cutting Planes and Weighted Analytic Centers
INPUT: , weight , , , and | Set | Whileββββdo | β1.Compute cutting plain constraint | β2.Let be the of new system with barrier function | β(3.1) to be computed by WAC-NEWTON* starting from the point | βCompute | βifββββthen | ββbreak while | β3. | OUTPUT: , |
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