Monotonicity of primal–dual interior-point algorithms for semidefinite programming problems

Monotonicity of primal–dual interior-point algorithms for semidefinite programming problems

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Article ID: iaor20002420
Country: United States
Volume: 10
Issue: 2
Start Page Number: 275
End Page Number: 296
Publication Date: Aug 1998
Journal: Optimization Methods & Software
Authors: ,
Keywords: interior point methods, semidefinite programming, duality
Abstract:

We present primal–dual interior-point algorithms with polynomial iteration bounds to find approximate solutions of semidefinite programming problems. Our algorithms achieve the current best iteration bounds and, in every iteration of our algorithms, primal and dual objective values are strictly improved.

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