1. Full-Newton step infeasible interior-point algorithm for SDO problems
- Creator:
- Mansouri, Hossein
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- semidefinite optimization, infeasible interior-point method, primal-dual method, polynomial complexity, Newton-step, and optimal solutions
- Language:
- English
- Description:
- In this paper we propose a primal-dual path-following interior-point algorithm for semidefinite optimization. The algorithm constructs strictly feasible iterates for a sequence of perturbations of the given problem and its dual problem. Each main step of the algorithm consists of a feasibility step and several centering steps. At each iteration, we use only full-Newton step. Moreover, we use a more natural feasibility step, which targets at the μ+-center. The iteration bound of the algorithm coincides with the currently best iteration bound for semidefinite optimization problems.
- Rights:
- http://creativecommons.org/publicdomain/mark/1.0/ and policy:public