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An Infeasible Interior-Point Algorithm with Full Nesterov-Todd Step for Semidefinite Programming

By Zhongyi Liu

Abstract

This paper proposes an infeasible interior-point algorithm with full Nesterov-Todd step for semidefinite programming, which is an extension of the work of Roos (SIAM J. Optim., 16(4):1110– 1136, 2006). The polynomial bound coincides with that of infeasible interior-point methods for linear programming, namely, O(n log n/ε)

Topics: semidefinite programming, full Nesterov-Todd step, infeasible interior-point methods
Year: 2014
OAI identifier: oai:CiteSeerX.psu:10.1.1.416.739
Provided by: CiteSeerX
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