A new full-Newton step O(n) infeasible interior-point algorithm for semidefinite optimization
نویسندگان
چکیده
منابع مشابه
A New Infeasible Interior-Point Algorithm with Full Nesterov-Todd Step for Semi-Definite Optimization
We present a new full Nesterov and Todd step infeasible interior-point algorithm for semi-definite optimization. The algorithm decreases the duality gap and the feasibility residuals at the same rate. In the algorithm, we construct strictly feasible iterates for a sequence of perturbations of the given problem and its dual problem. Every main iteration of the algorithm consists of a feasibili...
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ژورنال
عنوان ژورنال: Numerical Algorithms
سال: 2009
ISSN: 1017-1398,1572-9265
DOI: 10.1007/s11075-009-9270-7