A new full-Newton step \(O(n)\) infeasible interior-point algorithm for semidefinite optimization

DOI10.1007/s11075-009-9270-7zbMath1180.65079MaRDI QIDQ735073

D. Kharzeev

Publication date: 14 October 2009

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-009-9270-7

zbMATH Keywords

algorithm; convex optimization; primal-dual method; numerical experiments; semidefinite optimization; polynomial complexity; infeasible interior-point method; full Newton steps

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C22: Semidefinite programming

90C25: Convex programming

90C51: Interior-point methods

65Y20: Complexity and performance of numerical algorithms