Symmetric Cones, Potential Reduction Methods and Word-by-Word Extensions

摘要: This is the first of three chapters in this book dealing with polynomial time complexity interior point algorithms for semidefinite programming (SDP). As such it deals with, a sense, easiest class which convergence can be established. More precisely, we present “recipe” whereby proofs linear (LP) extended “word-by-word” to analogous SDP. Our presentation closely follows [21].