ISSN 0333-3590 Primal-Dual IPMS for Semidefinite Optimization Based on Finite Barrier Functions
نویسندگان
چکیده
In this paper we extend the results obtained for a class of finite kernel functions by Y.Q. Bai M. El Ghami and C.Roos published in SIAM Journal of Optimization, 13(3):766–782, 2003 [3] for linear optimization to semidefinite optimization. We show that the iteration bound for primal dual methods is O( √ n log n log n ), for large-update methods andO( √ n log n ), for small-update methods. The iteration complexity obtained for semidefinite programming is the same as the best bound for primal-dual interior point methods in linear optimization.
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تاریخ انتشار 2006