Full-Newton step infeasible interior-point algorithm for SDO problems

Title:

Full-Newton step infeasible interior-point algorithm for SDO problems

Creator:

Mansouri, Hossein

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:fe72c019-c3a8-4280-bfc7-9183a57ccbbe
uuid:fe72c019-c3a8-4280-bfc7-9183a57ccbbe

Subject:

semidefinite optimization, infeasible interior-point method, primal-dual method, polynomial complexity, Newton-step, and optimal solutions

Type:

model:article and TEXT

Format:

bez média and svazek

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.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[907]-923

Source:

Kybernetika | 2012 Volume:48 | Number:5

Harvested from:

CDK

Metadata only:

false