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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

B. KHEIRFAM
B. KHEIRFAM*
Affiliation:
Department of Mathematics, Azarbaijan University of Tarbiat Moallem, Tabriz, Iran (email: [email protected])
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Abstract

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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.

Keywords

semidefinite optimizationinfeasible interior-point methodpolynomial complexityself-regular

MSC classification

Secondary: 90C51: Interior-point methods
Type
Research Article
Information
The ANZIAM Journal , Volume 53 , Issue 1 , July 2011 , pp. 48 - 67
Copyright
Copyright © Australian Mathematical Society 2012

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