A full NT-step infeasible interior-point algorithm for semidefinite optimization based on a self-regular proximity

B. Kheirfam

Abstract


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.

doi:10.1017/S144618111200003X

Keywords


semidefinite optimization, infeasible interior-point method, polynomial complexity, self-regular



DOI: http://dx.doi.org/10.21914/anziamj.v53i0.4479



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ANZIAM Journal, ISSN 1446-8735, copyright Australian Mathematical Society.