Delft University of Technology Report 99{?? New Complexity Analysis of the Primal-dual Method for Semidefinite Optimization Based on the Nt-direction
نویسندگان
چکیده
Interior point methods for semide nite optimization have recently been studied intensively, due to their polynomial complexity and practical e ciency. Many search directions have been proposed to symmetrize the corresponding Newton system. In this paper, we rst introduce a variational principle for de ning the search direction and show that the Nesterov-Todd (NT) direction is optimal under this principle. Secondly, we provide a uni ed analysis for both large-update and small-update interior point methods using the NT direction and derive polynomial iteration bounds for such methods.
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