A New Full-NT-Step Infeasible Interior-Point Algorithm for SDP Based on a Specific Kernel Function
A New Full-NT-Step Infeasible Interior-Point Algorithm for SDP Based on a Specific Kernel Function作者机构:Department of Mathematics and Informatics Faculty of Sciences University Ibn Tofail Kenitra Morocco
出 版 物:《Applied Mathematics》 (应用数学(英文))
年 卷 期:2012年第3卷第9期
页 面:1014-1022页
学科分类:07[理学] 0701[理学-数学] 070101[理学-基础数学]
主 题:Semidefinite Programming Full Nesterov-Todd Steps Infeasible Interior-Point Methods Polynomial Complexity Kernel Functions
摘 要:In this paper, we propose a new infeasible interior-point algorithm with full NesterovTodd (NT) steps for semidefinite programming (SDP). The main iteration consists of a feasibility step and several centrality steps. We used a specific kernel function to induce the feasibility step. The analysis is more simplified. The iteration bound coincides with the currently best known bound for infeasible interior-point methods.