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A Polynomial-time Interior-point Algorithm for Convex Quadratic Semidefinite Optimization
In this paper we propose a primal-dual interior-point algorithm for
convex quadratic semidefinite optimization problem. The search
direction of algorithm is defined in terms of a matrix function and
the iteration is generated by full-Newton step. Furthermore, we
derive the iteration bound for the algorithm with small-update
method, namely, O( log ), which is
best-known bound so far