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Aspects of Semidefinite Programming

On primal-dual path-following algorithms in semide?nite

programming

Report96-102

E.de Klerk

C.Roos

T.Terlaky

Technische Universiteit Delft Delft University of Technology Faculteit der Technische Wiskunde en Informatica Faculty of Technical Mathematics and Informatics

ISSN0922-5641

Copyright c1996by the Faculty of Technical Mathematics and Informatics,Delft,The Netherlands.

No part of this Journal may be reproduced in any form,by print,photoprint,micro?lm, or any other means without permission from the Faculty of Technical Mathematics and Informatics,Delft University of Technology,The Netherlands.

Copies of these reports may be obtained from the bureau of the Faculty of Technical Mathematics and Informatics,Julianalaan132,2628BL Delft,phone31152784568.

A selection of these reports is available in PostScript form at the Faculty’s anonymous ftp-site.They are located in the directory/pub/publications/tech-reports at ftp.twi.tudelft.nl

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1smallest eigenvalue of XZ l a r g e s t e i g e n v a l u e o f X Z

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