Simplified infeasible interior-point algorithm for SDO using full Nesterov-Todd step (Q411535)
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English | Simplified infeasible interior-point algorithm for SDO using full Nesterov-Todd step |
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Simplified infeasible interior-point algorithm for SDO using full Nesterov-Todd step (English)
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4 April 2012
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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.
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semidefinite optimization
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infeasible interior-point method
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primal-dual method
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polynomial complexity
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Nesterov-Todd steps
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