A Limiting Analysis on Regularization of Singular SDP and its Implication to Infeasible Interior-point Algorithms

Takashi Tsuchiya, Bruno F. Lourenco, Masakazu Muramatsu +1

We consider primal-dual pairs of semidefinite programs and assume that they are ill-posed, i.e., both primal and dual are either weakly feasible or weakly infeasible. Under such ci…