Simplified infeasible interior-point algorithm for SDO using full Nesterov-Todd step (Q411535): Difference between revisions

The author considers semidefinite optimization (SDO) problems of the form \[ \min C\bullet X\qquad\text{s.t. }A_i\bullet X= b,\quad i= 1,2,\dots,\quad X\succ 0 \] and propose a primal-dual infeasible interior-point algorithm that uses full Nesterov-Todd steps with a different feasibility step.