Iranian Journal of Operations Research
مجله انجمن ایرانی تحقیق در عملیات
IJOR
Basic Sciences
http://iors.ir/journal
0
user
2008-1189
10.29252/iors
en
jalali
1392
2
1
gregorian
2013
5
1
4
1
online
1
fulltext
en
A New Infeasible Interior-Point Algorithm with Full Nesterov-Todd Step for Semi-Definite Optimization
پژوهشی
Original
<p> <i> 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. </i><i /></p>
Infeasible interior-point algorithm, Semi-definite optimization, Full Nesterov-Todd step, Polynomial time complexity.
88
107
http://iors.ir/journal/browse.php?a_code=A-10-430-2&slc_lang=en&sid=1
Behrouz
Kheirfam
b.kheirfam@azaruniv.edu.
`00031947532846001088`

00031947532846001088
Yes
Azarbaijan Shahid Madani University