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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:Samir Bouali Samir Kabbaj 

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.

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