Simplified infeasible interior‐point algorithm for SDO using full Nesterov‐Todd step

Simplified infeasible interior‐point algorithm for SDO using full Nesterov‐Todd step

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Article ID: iaor20122837
Volume: 59
Issue: 4
Start Page Number: 589
End Page Number: 606
Publication Date: Apr 2012
Journal: Numerical Algorithms
Authors:
Keywords: interior point methods, primal-dual algorithm, programming (semidefinite)
Abstract:

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.

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