An Interior Point Method for Semidefinite Programming based on New Kernel Functions

被引：0
|
作者：
Peyghami, M. Reza [1 ]
机构：
[1] KN Toosi Univ Technol, Dept Sci, Tehran, Iran
来源：
MODELLING OF ENGINEERING AND TECHNOLOGICAL PROBLEMS | 2009年 / 1146卷
关键词：
Semidefinite programming; primal-dual interior-point method; large-update method; polynomial complexity; OPTIMIZATION;
D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
In this paper we consider generic primal-dual methods for solving semidefinite programming problems based on a new class of kernel function defined on the positive definite cone. By using some appealing and mild conditions of the new class, we prove by simple analysis that the new class based large update primal-dual interior point methods enjoy an O (root nlogn logn/epsilon) iteration bound to solve semidefinite programming problems with special choice of parameters.
引用
收藏
页码：441 / 455
页数：15
相关论文
共 50 条
  • [1] Primal-Dual Interior Point Methods for Semidefinite Programming Based on a New Type of Kernel Functions
    Touil, Imene
    Chikouche, Wided
    FILOMAT, 2020, 34 (12) : 3957 - 3969
  • [2] An interior point method for linear programming based on a class of kernel functions
    Amini, K
    Peyghami, MR
    BULLETIN OF THE AUSTRALIAN MATHEMATICAL SOCIETY, 2005, 71 (01) : 139 - 153
  • [3] A PRIMAL-DUAL INTERIOR-POINT METHOD FOR THE SEMIDEFINITE PROGRAMMING PROBLEM BASED ON A NEW KERNEL FUNCTION
    Touil, Imene
    Benterki, Djamel
    JOURNAL OF NONLINEAR FUNCTIONAL ANALYSIS, 2019, 2019
  • [4] Interior-point algorithm for semidefinite programming based on a logarithmic kernel function
    Benterki, Djamel
    Yassine, Adnan
    Zerari, Amina
    BULLETIN MATHEMATIQUE DE LA SOCIETE DES SCIENCES MATHEMATIQUES DE ROUMANIE, 2021, 64 (01): : 3 - 15
  • [5] An interior-point method for semidefinite programming
    Helmberg, C
    Rendl, F
    Vanderbei, RJ
    Wolkowicz, H
    SIAM JOURNAL ON OPTIMIZATION, 1996, 6 (02) : 342 - 361
  • [6] A Faster Interior Point Method for Semidefinite Programming
    Jiang, Haotian
    Kathuria, Tarun
    Lee, Yin Tat
    Padmanabhan, Swati
    Song, Zhao
    2020 IEEE 61ST ANNUAL SYMPOSIUM ON FOUNDATIONS OF COMPUTER SCIENCE (FOCS 2020), 2020, : 910 - 918
  • [7] A generic primal-dual interior-point method for semidefinite optimization based on a new class of kernel functions
    El Ghami, Mohamed
    Roos, Cornelis
    Steihaug, Trond
    OPTIMIZATION METHODS & SOFTWARE, 2010, 25 (03): : 387 - 403
  • [8] LDLT DIRECTION INTERIOR POINT METHOD FOR SEMIDEFINITE PROGRAMMING
    Raghunathan, Arvind U.
    Biegler, Lorenz T.
    SIAM JOURNAL ON OPTIMIZATION, 2018, 28 (01) : 693 - 734
  • [9] Interior point trajectories in semidefinite programming
    Goldfarb, D
    Scheinberg, K
    SIAM JOURNAL ON OPTIMIZATION, 1998, 8 (04) : 871 - 886
  • [10] A Primal Interior Point Method for the Linear Semidefinite Programming Problem
    Babynin, M. S.
    Zhadan, V. G.
    COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS, 2008, 48 (10) : 1746 - 1767
12345