A Superlinearly Convergent Primal-Dual Infeasible-Interior-Point Algorithm for Semidefinite Programming

نویسندگان

  • Florian A. Potra
  • Rongqin Sheng
چکیده

We propose a primal-dual infeasible-interior-point path-following algorithm for solving semideenite programming (SDP) problems. If the problem has a solution, then the algorithm is globally convergent. If the starting point is feasible or close to being feasible , the algorithms nds an optimal solution in at most O(p nL) iterations. If the starting point is large enough then the algorithm terminates in at most O(nL) steps either by nding a solution or by determining that the primal-dual problem has no solution of norm less than a given number. Moreover, we propose a suucient condition for the superlinear convergence of the algorithm. In addition, we give two special cases of SDP for which the algorithm is quadratically convergent. Abbreviated Title: An algorithm for semideenite programming.

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عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 8  شماره 

صفحات  -

تاریخ انتشار 1998