A New Infeasible Interior-Point Algorithm with Full Nesterov-Todd Step for Semi-Definite Optimization
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Behrouz Kheirfam |
Azarbaijan Shahid Madani University , b.kheirfam@azaruniv.edu. |
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Abstract: (28069 Views) |
We present a new full Nesterov and Todd step infeasible interior-point algorithm for semi-definite optimization. The algorithm decreases the duality gap and the feasibility residuals at the same rate. In the algorithm, we construct strictly feasible iterates for a sequence of perturbations of the given problem and its dual problem. Every main iteration of the algorithm consists of a feasibility step and some centering steps. We show that the algorithm converges and finds an approximate solution in polynomial time. A numerical study is made for the numerical performance. Finally, a comparison of the obtained results with those by other existing algorithms is made. |
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Keywords: Infeasible interior-point algorithm, Semi-definite optimization, Full Nesterov-Todd step, Polynomial time complexity. |
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Full-Text [PDF 236 kb]
(52104 Downloads)
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Type of Study: Original |
Received: 2014/04/24 | Accepted: 2014/04/24 | Published: 2014/04/24
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