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A new primal-dual path-following interior-point algorithm for semidefinite optimization
- Source :
-
Journal of Mathematical Analysis & Applications . May2009, Vol. 353 Issue 1, p339-349. 11p. - Publication Year :
- 2009
-
Abstract
- Abstract: In this paper we present a new primal-dual path-following interior-point algorithm for semidefinite optimization. The algorithm is based on a new technique for finding the search direction and the strategy of the central path. At each iteration, we use only full Nesterov–Todd step. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, , which is as good as the linear analogue. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 0022247X
- Volume :
- 353
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Journal of Mathematical Analysis & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 36062453
- Full Text :
- https://doi.org/10.1016/j.jmaa.2008.12.016