Primal-dual interior-point algorithm for semidefinite optimization based on a new kernel function with trigonometric barrier term

被引:32
|
作者
Kheirfam, Behrouz [1 ]
机构
[1] Azarbaijan Univ Tarbiat Moallem, Dept Math, Tabriz, Iran
关键词
Kernel function; Interior-point algorithm; Semidefinite optimization; Polynomial complexity; Primal-dual method; SEARCH DIRECTIONS; LARGE-UPDATE;
D O I
10.1007/s11075-012-9557-y
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we propose primal-dual interior-point algorithms for semidefinite optimization problems based on a new kernel function with a trigonometric barrier term. We show that the iteration bounds are for small-update methods and for large-update, respectively. The resulting bound is better than the classical kernel function. For small-update, the iteration complexity is the best known bound for such methods.
引用
收藏
页码:659 / 680
页数:22
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