Paper read with more formula derivation: Semidefinite Programmin

1. Introduction

  • original paper could be downloaded here.
    鏈接:https://pan.baidu.com/s/1ORja_P-DHt7u0nhGS_KB7g
    提取碼:bsps
  • help link : convex optimization stanford
SDP formulation
Duality property
Primal Dual Problem
Barrier function

for inequality constraints
Analytic center
Center Path

* Primal center path

* Dual center path

* Primal dual center path
Interior-point method

1.1 SDP

SDP

2. Duality

2.1 Derivation

duality
dual problem

2.2 Duality gap

duality gap

2.3 Optimal condition

optimal condition

2.4 Example

problem

Primal problem:
primal

Dual problem
dual

3. Primal Dual formulation

primal dual
problem

4. Interior-point method

** Derivative of log determinate**:
derivaive of log det

4.1 Barrier function

barrier

4.1.1 Derivative

derivative of phi

4.1.2 LP example

lp example

4.2 Analytic center

analytic center

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