Article ID: | iaor2002465 |
Country: | United States |
Volume: | 109 |
Issue: | 2 |
Start Page Number: | 327 |
End Page Number: | 343 |
Publication Date: | May 2001 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Roos C., Terlaky T., Peng J. |
Interior-point methods for semidefinite optimization have been studied intensively in recent times, due to their polynomial complexity and practical efficiency. In this paper, first we present some technical results about symmetric matrices. Then, we apply these results to give a unified analysis for both large update and small update interior-point methods for SDP based on the Nesterov–Todd direction.