Year: 2025
Type: article
Abstract: The problem of semi-definite programming (SDP) extends linear programming (LP) to solve a broader range of optimization problems, with significant advancements in algorithmic methods, particularly interior point techniques. In this article, we a logarithmic penalty approach for resolving SDP problems, where the direction of descent is determined using Newton's method. Additionally, for the step length, we propose new, more efficient, and robust lower bound functions. These proposed functions improve the accuracy and efficiency of the solution process. The effectiveness of the method is demonstrated through extensive numerical simulations, which validate the claims made in this study. The results confirm the practical feasibility and performance of the approach in solving complex semi-definite programming problems.
Source: Gulf Journal of Mathematics
Authors: Noura Kacem, AS-sma Leulmi
Institution: University Ferhat Abbas of Setif
Language: English
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: diamond
OpenAlex ID: W4409608431