Abstract

In this paper we present a new primal-dual path-following interior-point algorithm for semidefinite optimization. The algorithm is based on a new technique for finding the search direction and the strategy of the central path. At each iteration, we use only full Nesterov–Todd step. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, O ( n log n ϵ ) , which is as good as the linear analogue.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call