A second order Mehrotra-type predictor-corrector algorithm for semidefinite optimization

作者：Zhang, Mingwang^*

来源：Journal of Systems Science and Complexity, 2012, 25(6): 1108-1121.

DOI：10.1007/s11424-012-0317-9

• Mehrotra-Type algorithm
• polynomial complexity
• predictor-corrector algorithm
• semidefinite optimization

Mehrotra-type predictor-corrector algorithm is one of the most effective primal-dual interiorpoint methods. This paper presents an extension of the recent variant of second order Mehrotra-type predictor-corrector algorithm that was proposed by Salahi, et al. (2006) for linear optimization. Based on the NT direction as Newton search direction, it is shown that the iteration-complexity bound of the algorithm for semidefinite optimization is O(n(3/2) log X-0.S-0/epsilon), which is similar to that of the corresponding algorithm for linear optimization.

• 出版日期2012-12
• 单位三峡大学