Title
A full NT-step infeasible interior-point algorithm for semidefinite optimization.
Abstract
In this paper, a full Nesterov-Todd-step infeasible interior-point algorithm is presented for semidefinite optimization (SDO) problems. In contrast of some classical interior-point algorithms for SDO problems, this algorithm does not need to perform computationally expensive calculations for centering steps which are needed for classical interior-point methods. The convergence analysis of the algorithm is shown and it is also proved that the complexity bound of the algorithm coincides with the currently best iteration bound obtained by infeasible interior-point algorithms for this class of optimization problems.
Year
DOI
Venue
2017
10.1051/ro/2016043
RAIRO-OPERATIONS RESEARCH
Keywords
Field
DocType
Semidefinite optimization,infeasible interior-point method,convergence analysis,polynomial complexity
Convergence (routing),Mathematical optimization,Combinatorics,Quadratically constrained quadratic program,Algorithm,Polynomial complexity,Large margin nearest neighbor,Semidefinite embedding,Interior point method,Optimization problem,Semidefinite programming,Mathematics
Journal
Volume
Issue
ISSN
51
3
0399-0559
Citations 
PageRank 
References 
0
0.34
13
Authors
3
Name
Order
Citations
PageRank
M. Pirhaji131.41
Hossein Mansouri222.07
Maryam Zangiabadi3406.07