An Interior-point Method for Semideenite Programming an Interior-point Method for Semideenite Programming

We propose a new interior point based method to minimize a linear function of a matrix variable subject to linear equality and inequality constraints over the set of positive semideenite matrices. We present a theoretical convergence analysis, and show that the approach is very eecient for graph bisection problems, such as max-cut. The approach can also be applied to max-min eigenvalue problems.

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