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A FULL NT-STEP INFEASIBLE INTERIOR-POINT ALGORITHM FOR SEMIDEFINITE OPTIMIZATION BASED ON A SELF-REGULAR PROXIMITY
Published online by Cambridge University Press: 28 March 2012
Abstract
We introduce a full NT-step infeasible interior-point algorithm for semidefinite optimization based on a self-regular function to provide the feasibility step and to measure proximity to the central path. The result of polynomial complexity coincides with the best known iteration bound for infeasible interior-point methods.
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- Copyright © Australian Mathematical Society 2012
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