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 Edit this on Wikidata


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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