:: Volume 4, Issue 1 (5-2013) ::
IJOR 2013, 4(1): 88-107 Back to browse issues page
A New Infeasible Interior-Point Algorithm with Full Nesterov-Todd Step for Semi-Definite Optimization
Behrouz Kheirfam Dr.
Azarbaijan Shahid Madani University , b.kheirfam@azaruniv.edu.
Abstract:   (15079 Views)

  We present a new full Nesterov and Todd step infeasible interior-point algorithm for semi-definite optimization. The algorithm decreases the duality gap and the feasibility residuals at the same rate. In the algorithm, we construct strictly feasible iterates for a sequence of perturbations of the given problem and its dual problem. Every main iteration of the algorithm consists of a feasibility step and some centering steps. We show that the algorithm converges and finds an approximate solution in polynomial time. A numerical study is made for the numerical performance. Finally, a comparison of the obtained results with those by other existing algorithms is made.

Keywords: Infeasible interior-point algorithm, Semi-definite optimization, Full Nesterov-Todd step, Polynomial time complexity.
Full-Text [PDF 236 kb]   (7476 Downloads)    
Type of Study: Original |
Received: 2014/04/24 | Accepted: 2014/04/24 | Published: 2014/04/24

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Volume 4, Issue 1 (5-2013) Back to browse issues page