p. 111 - 127 Limiting behavior and analyticity of two special types of infeasible weighted central paths in semidefinite programming M. Trnovská Received: February 1, 2009 Revised: November 20, 2009; Accepted: June 2, 2009 Abstract. The central path is the most important concept in the theory of interior point methods. It is an analytic curve in the interior of the feasible set which tends to an optimal point at the boundary. The analyticity properties of the paths are connected to the analysis of the superlinear convergence of the interior point algorithms for semidefinite programming. In this paper we study the analyticity of two special types of weighted central paths in semidefinite programming, under the condition of the existence of the strictly complementary solution. Keywords: Semidefinite programming; interior-point methods; weighted central path; analyticity. AMS Subject classification: Primary: 90C51, 90C22 PDF Compressed Postscript Version to read ISSN 0862-9544 (Printed edition) Faculty of Mathematics, Physics and Informatics Comenius University 842 48 Bratislava, Slovak Republic Telephone: + 421-2-60295111 Fax: + 421-2-65425882 e-Mail: amuc@fmph.uniba.sk Internet: www.iam.fmph.uniba.sk/amuc © 2009, ACTA MATHEMATICA UNIVERSITATIS COMENIANAE |