Article ID: | iaor20122837 |
Volume: | 59 |
Issue: | 4 |
Start Page Number: | 589 |
End Page Number: | 606 |
Publication Date: | Apr 2012 |
Journal: | Numerical Algorithms |
Authors: | Kheirfam Behrouz |
Keywords: | interior point methods, primal-dual algorithm, programming (semidefinite) |
Interior‐point methods for semidefinite optimization problems have been studied frequently, due to their polynomial complexity and practical implications. In this paper we propose a primal‐dual infeasible interior‐point algorithm that uses full Nesterov‐Todd (NT) steps with a different feasibility step. We obtain the currently best known iteration bound for semidefinite optimization problems.