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Showing 1 results for Infeasible Interior-Point Algorithm

Dr. Behrouz Kheirfam,
Volume 4, Issue 1 (5-2013)
Abstract

  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.



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مجله انجمن ایرانی تحقیق در عملیات Iranian Journal of Operations Research
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