On the Turing model complexity of interior point methods for semidefinite programming
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Publication:2821802
DOI10.1137/15M103114XzbMATH Open1346.90661arXiv1507.03549OpenAlexW1639981145MaRDI QIDQ2821802FDOQ2821802
Authors: E. de Klerk, Frank Vallentin
Publication date: 23 September 2016
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Abstract: It is known that one can solve semidefinite programs to within fixed accuracy in polynomial time using the ellipsoid method (under some assumptions). In this paper it is shown that the same holds true when one uses the short-step, primal interior point method. The main idea of the proof is to employ Diophantine approximation at each iteration to bound the intermediate bit-sizes of iterates.
Full work available at URL: https://arxiv.org/abs/1507.03549
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Analysis of algorithms and problem complexity (68Q25) Interior-point methods (90C51) Semidefinite programming (90C22)
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Cited In (11)
- Complete positivity and distance-avoiding sets
- On semidefinite programming characterizations of the numerical radius and its dual norm
- Least distortion Euclidean embeddings of flat tori
- On exact Reznick, Hilbert-Artin and Putinar's representations
- Minimizing rational functions: a hierarchy of approximations via pushforward measures
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- Exploiting ideal-sparsity in the generalized moment problem with application to matrix factorization ranks
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