Primal-dual interior-point algorithm for semidefinite optimization based on a new kernel function with trigonometric barrier term (Q695048): Difference between revisions

The author analyzes large and small-update methods of a primal-dual interior-point algorithm based on a new kernel function with trigonometric barrier term for solving standard semidefinite optimization problems. The default step size of the algorithm is determined, and an upper bound to the decrease of the barrier function during an inner iteration is obtained. The iteration bounds for large and small-update method are established.