Computing Weighted Analytic Center for Linear Matrix Inequalities Using Infeasible Newton’s Method

<div>Iterates (<svg height="8.69875pt" id="M292" style="vertical-align:-0.3499298pt" version="1.1" viewbox="-0.0498162 -8.34882 66.0739 8.69875" width="66.0739pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M153 550H386L412 615L406 623H120L82 318C104 327 142 338 184 338C294 338 347 275 347 187C347 112 305 39 221 39C160 39 119 71 97 89C88 97 80 96 71 90C59 80 50 67 49 57C48 45 52 36 66 23C80 9 123 -12 169 -12C221 -11 288 15 342 59C403 109 431 165 431 225C431 308 366 395 238 395C212 395 165 379 127 364L153 550Z" id="g113-54"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,6.24,0)"><path d="M384 0V27C293 34 287 42 287 114V635C232 613 172 594 109 583V559L157 557C201 555 205 550 205 499V114C205 42 199 34 109 27V0H384Z" id="g113-50"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" 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id="g113-55"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,42.035,0)"><path d="M535 323V373H52V323H535ZM535 138V188H52V138H535Z" id="g117-34"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="587" vert-adv-y="587"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,53.297,0)"><path d="M244 635C114 635 38 519 38 422C38 317 111 240 217 240C236 240 255 244 277 256L345 292C311 140 203 39 59 15L64 -15C89 -15 150 -5 204 17C339 72 440 202 440 386C440 521 368 635 244 635ZM228 602C326 602 352 479 352 390C352 370 351 347 348 324C327 308 293 296 258 296C174 296 124 369 124 458C124 517 152 602 228 602Z" id="g113-58"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,59.539,0)"><path d="M447 623H65C61 580 56 530 47 475H76C100 541 106 550 172 550H388C308 376 196 170 91 -1L98 -12L172 -2C268 204 360 408 455 611L447 623Z" id="g113-56"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g></svg>) taken by Infeasible Newton’s method to converge in Problem 3 with <svg height="13.7421pt" id="M293" style="vertical-align:-2.1507pt" version="1.1" viewbox="-0.0498162 -11.5914 84.481 13.7421" width="84.481pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M615 290C615 392 563 448 529 448C511 448 491 441 484 434L483 425C518 400 546 349 546 273C546 158 504 46 417 46C381 46 356 77 356 142C356 184 380 293 392 334L387 340L307 323C305 288 296 228 287 188C265 94 221 52 180 52C144 52 112 89 112 171C112 278 164 372 241 430L226 454C106 394 23 288 23 155C23 40 79 -12 139 -12C184 -12 245 32 285 85C292 31 322 -12 376 -12C423 -12 470 18 501 45C570 104 615 184 615 290Z" id="g113-246"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="638" vert-adv-y="638"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,11.927,0)"><path d="M535 323V373H52V323H535ZM535 138V188H52V138H535Z" id="g117-34"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="587" vert-adv-y="587"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,23.19,0)"><path d="M290 -163V-135C183 -126 181 -122 181 -44V583C181 662 184 666 290 675V703H120V-163H290Z" id="g113-92"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="345" vert-adv-y="345"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,27.675,0)"><path d="M384 0V27C293 34 287 42 287 114V635C232 613 172 594 109 583V559L157 557C201 555 205 550 205 499V114C205 42 199 34 109 27V0H384Z" id="g113-50"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,33.915,0)"><path d="M241 635C89 635 35 457 35 312C35 153 89 -12 240 -12C390 -12 443 166 443 312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 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312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z" id="g113-49"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,73.413,0)"><path d="M241 635C89 635 35 457 35 312C35 153 89 -12 240 -12C390 -12 443 166 443 312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z" id="g113-49"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,79.746,0)"><path d="M226 -163V703H56V676C162 667 165 662 165 584V-43C165 -122 162 -126 56 -136V-163H226Z" id="g113-94"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="345" vert-adv-y="345"></glyph.data></g></svg>. The graph on the right is the graph on the left zoomed and showing the last iterate <svg height="6.01072pt" id="M294" style="vertical-align:-0.04980993pt" version="1.1" viewbox="-0.0498162 -5.96091 7.75925 6.01072" width="7.75925pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M471 153C471 170 463 194 452 212C400 220 373 229 322 255C373 281 400 290 452 298C463 316 471 339 471 357C456 366 431 371 410 370C377 329 356 310 308 279C311 336 317 364 336 413C326 432 310 451 294 459C279 451 262 432 252 413C271 364 277 336 280 279C232 310 211 329 178 370C157 371 132 367 117 357C117 340 125 316 136 298C188 290 215 281 266 255C215 229 188 220 136 212C125 194 117 171 117 153C132 144 157 139 178 140C211 181 232 200 280 231C277 174 271 146 252 97C262 78 278 59 294 51C309 59 326 78 336 97C317 146 311 174 308 231C356 200 377 181 410 140C431 139 456 143 471 153Z" id="g113-43"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="587" vert-adv-y="587"></glyph.data></g></svg> in the interior, but near the boundary of the feasible region.</div>

Journal of Mathematics

fig1

Figure 1

Figure 1: Computing Weighted Analytic Center for Linear Matrix Inequalities Using Infeasible Newton’s Method 