Abstract
It has been shown in various papers that most interior-point algorithms and their analysis can be generalized to semidefinite optimization. This paper presents an extension of the recent variant of Mehrotra's predictor–corrector algorithm that was proposed by Salahi et al. [M. Salahi, J. Peng, and T. Terlaky, On Mehrotra-type predictor–corrector algorithms, SIAM J. Optim. 18 (2007), pp. 1377–1397] for linear optimization (LO) problems. Based on the NT [Y.E. Nesterov and M.J. Todd, Self-scaled barriers and interior-point methods for convex programming, Math. Oper. Res. 22 (1997), pp. 1–42] directions which are Newton search directions, we show that the iteration-complexity bound of the algorithm is of the same order as that of the corresponding algorithm for LO.
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