A new predictor-corrector algorithm for SDP with polynomial convergence

Feixiang Chen; Yuming Feng

A new predictor-corrector algorithm for SDP with polynomial convergence

Autori

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

Parole chiave:

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

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Pubblicato

2012-12-11

Come citare

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. Recuperato da https://journals.uniurb.it/index.php/ijpam/article/view/6064