A full Nesterov-Todd-step feasible primal-dual interior point algorithm for convex quadratic semi-definite optimization

作者：Achache Mohamed^*; Guerra Loubna

来源：Applied Mathematics and Computation, 2014, 231: 581-590.

DOI：10.1016/j.amc.2013.12.070

• Convex quadratic semidefinite optimization
• Interior point methods
• Short-step primal-dual algorithms
• Polynomial complexity

In this paper, a short-step feasible primal-dual path-following interior point algorithm is proposed for solving a convex quadratic semidefinite optimization (CQSDO) problem. The algorithm uses at each iteration full Nesterov-Todd (NT) steps to find an c-approximated solution of CQSDO. The favorable iteration bound, namely O(root n log n/epsilon) is obtained for short-step method and which is as good as the linear and semidefinite optimization analogue.

• 出版日期2014-3-15