Generalization and Inexact Computation
نویسنده
چکیده
We propose a family of directions that generalizes many directions proposed so far in interiorpoint methods for the SDP (semide nite programming) and for the monotone SDLCP (semide nite linear complementarity problem). We derive the family from the Helmberg-Rendl-Vanderbei-Wolkowicz/KojimaShindoh-Hara/Monteiro direction by relaxing its \centrality equation" into a \centrality inequality." Using this family, we present a predictor-corrector infeasible-interior-point method to provide a theoretical basis for inexact computation of directions in primal-dual interior-point methods for the SDP.
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