A new primal-dual path-following interior-point algorithm for semidefinite optimization

作者：Wang G Q^*; Bai Y Q

来源：Journal of Mathematical Analysis and Applications, 2009, 353(1): 339-349.

DOI：10.1016/j.jmaa.2008.12.016

• Semidefinite optimization
• Interior-point algorithm
• Small-update method
• Iteration bound

In this paper we present a new primal-dual path-following interior-point algorithm for semidefinite optimization. The 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 full Nesterov-Todd step. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, 0(root n log n/epsilon), which is as good as the linear analogue.

• 出版日期2009-5-1
• 单位上海工程技术大学