A new predictor-corrector algorithm for SDP with polynomial convergence

Authors

  • Feixiang Chen Chongqing Three Gorges University - School of Mathematics and Statistics
  • Yuming Feng Chongqing Three Gorges University - School of Mathematics and Statistics

Keywords:

interior-point algorithm, polynomial complexity, path-following methods, semidefinite programming problems

Abstract

We establish the polynomiality of primal-dual interior-point algorithms for SDP based on the direction of the M-Z family of search directions.  We show that the polynomial iteration-complexity bounds of the well known algorithms for linear programming, namely, the predictor-corrector algorithm, carry over to the context of SDP.

Cover of n°29 Italian Journal of Pure and Applied Mathematics

Downloads

Published

2012-12-11

How to Cite

Chen, F., & Feng, Y. (2012). A new predictor-corrector algorithm for SDP with polynomial convergence. Italian Journal of Pure and Applied Mathematics, 29, 7–24. Retrieved from https://journals.uniurb.it/index.php/ijpam/article/view/6064

Issue

N°29 - December 2012

Section

Articoli - Forum Editrice

License

Copyright (c) 2012 Feixiang Chen, Yuming Feng

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

L'opera è pubblicata sotto  Licenza Creative Commons Attribuzione 4.0 Internazionale (CC-BY)

Similar Articles

1 2 > >> 

You may also start an advanced similarity search for this article.