Convergence Analysis of an Inexact Infeasible Interior Point Method for Semidefinite Programming

نویسندگان

  • Stefania Bellavia
  • Sandra Pieraccini
چکیده

In this paper we present an extension to SDP of the well known infeasible Interior Point method for linear programming of Kojima, Megiddo and Mizuno (A primal-dual infeasibleinterior-point algorithm for Linear Programming, Math. Progr., 1993). The extension developed here allows the use of inexact search directions; i.e., the linear systems defining the search directions can be solved with an accuracy that increases as the solution is approached. A convergence analysis is carried out and the global convergence of the method is proved.

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عنوان ژورنال:
  • Comp. Opt. and Appl.

دوره 29  شماره 

صفحات  -

تاریخ انتشار 2004