NEW COMPLEXITY ANALYSIS OF A FULL NESTEROV-TODD STEPS IIPM FOR SEMIDEFINITE OPTIMIZATION Communicated by Nezam Mahdavi-Amiri

Abstract

Abstract. In [H. Mansouri and C. Roos, Numer. Algorithms 52 (2009) 225-255.], Mansouri and Ross presented a primal-dual infeasible interior-point algorithm with full-Newton steps whose iteration bound coincides with the best known bound for infeasible interior-point methods. Here, we introduce a slightly different algorithm with a different search direction and show that the same complexity result is obtained using a simpler analysis

    Similar works

    Full text

    thumbnail-image

    Available Versions