ERROR BOUNDS AND LIMITING BEHAVIOR OF WEIGHTED PATHS ASSOCIATED WITH THE SDP MAP X1/2SX1/2.

This paper studies the limiting behavior of weighted infeasible central paths for semidefinite programming (SDP) obtained from centrality equations of the form X½ SX½ = vW, where W is a fixed positive definite matrix and v>0 is a parameter, under the assumption that the problem has a strictly complementary primal-dual optimal solution. It is shown that a weighted central path as a function of √v can be extended analytically beyond 0 and hence that the path converges as v↓0. Characterization of the limit points of the path and its normalized first-order derivatives are also provided. As a consequence, it is shown that a weighted central path can have two types of behavior: it converges either as &Tetha;(v) or asT &Tetha;(√v) depending on whether the matrix W on a certain scaled space is block diagonal or not, respectively. We also derive an error bound on the distance between a point lying in a certain neighborhood of the central path and the set of primal-dual optimal solutions. Finally, in light of the results of this paper, we give a characterization of a sufficient condition proposed by Potra and Sheng which guarantees the superlinear convergence of a class of primal-dual interior-point SDP algorithms. [ABSTRACT FROM AUTHOR]