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A path-following infeasible interior-point algorithm for semidefinite programming
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Mansouri   , Siyavash , Zangiabadi |
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Abstract: (29939 Views) |
| We present a new algorithm obtained by changing the search directions in the algorithm given in [8]. This algorithm is based on a new technique for finding the search direction and the strategy of the central path. At each iteration, we use only the full Nesterov-Todd (NT)step. Moreover, we obtain the currently best known iteration bound for the infeasible interior-point algorithms with full NT steps, namely O(nlogn/e) , which is as good as the linear analogue. |
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| Keywords: Semidefinite optimization, infeasible interior-point method, primal-dual method, polynomial complexity |
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Full-Text [PDF 281 kb]
(32610 Downloads)
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Type of Study: Original |
Received: 2011/05/12 | Accepted: 2013/06/22 | Published: 2013/06/22
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