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: | Kojima M., Tunel L. |
Keywords: | interior point methods, semidefinite programming, duality |
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.