科研之友
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摘要
In this paper, we propose a second-order corrector interior-point algorithm for semidefinite programming (SDP). This algorithm is based on the wide neighborhood. The complexity bound is O(root nL) for the Nesterov-Todd direction, which coincides with the best known complexity results for SDP. To our best knowledge, this is the first wide neighborhood second-order corrector algorithm with the same complexity as small neighborhood interior-point methods for SDP. Some numerical results are provided as well.
