Paper read with more formula derivation: Semidefinite Programmin

1. Introduction

  • original paper could be downloaded here.
    链接:https://pan.baidu.com/s/1ORja_P-DHt7u0nhGS_KB7g
    提取码:bsps
  • help link : convex optimization stanford
SDP formulation
Duality property
Primal Dual Problem
Barrier function
for inequality constraints
Analytic center
Center path
Interior-point method

1.1 SDP

Paper read with more formula derivation: Semidefinite Programmin

2. Duality

2.1 Derivation

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Paper read with more formula derivation: Semidefinite Programmin

2.2 Duality gap

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2.3 Optimal condition

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2.4 Example

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Primal problem:
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Dual problem
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3. Primal Dual formulation

Paper read with more formula derivation: Semidefinite Programmin
Paper read with more formula derivation: Semidefinite Programmin

4. Interior-point method

** Derivative of log determinate**:
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4.1 Barrier function

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4.1.1 Derivative

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4.1.2 LP example

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4.2 Analytic center

Paper read with more formula derivation: Semidefinite Programmin