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A note on the existence of the Alizadeh-Haeberly-Overton direction for semidefinite programming
Authors:Renato D. C. Monteiro  Paulo R. Zanjácomo
Affiliation:(1) School of Industrial and Systems Engineering, Georgia Institute of Technology, 30332 Atlanta, GA, USA
Abstract:
This note establishes a new sufficient condition for the existence and uniqueness of the Alizadeh-Haeberly-Overton direction for semidefinite programming. The work of these authors was based on research supported by the National Science Foundation under grants INT-9600343 and CCR-970048 and the Office of Naval Research under grant N00014-94-1-0340.
Keywords:Semidefinite programming  Primal-dual search directions  Interior-point methods
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