A New Full-NT-Step Infeasible Interior-Point Algorithm for SDP Based on a Specific Kernel Function

• 作者: Samir Bouali Samir Kabbaj
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: SEMIDEFINITE Programming Full Nesterov-Todd STEPS Infeasible INTERIOR-POINT Methods POLYNOMIAL COMPLEXITY Kernel Functions
• 年，卷（期）: yysxyw_2012,（9）
• 页码范围: 1014-1022
• 页数: 9页
• 分类号: O1

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.