An Adaptive Infeasible Interior-Point Algorithm with Full Nesterov-Todd Step for Semidefinite Optimization

Behrouz Kheirfam
2014 Journal of Mathematical Modelling and Algorithms in Operations Research  
We present an adaptive full Nesterov-Todd step infeasible interior-point method for semidefinite optimization. The proposed algorithm requires two types of full Nesterov-Todd steps are called, feasibility steps and centering steps, respectively. At each iteration both feasibility and optimality are reduced exactly at the same rate. In each iteration of the algorithm we use the largest possible barrier parameter value θ . The value θ varies from iteration to iteration and it lies between the two
more » ... values 1 4n and 1 5n , which results a faster algorithm. Keywords Infeasible interior-point algorithm · Semidefinite optimization · Full Nesterov-Todd step · Polynomial complexity Mathematics Subject Classifications (2010) 90C51 · 90C22 X 0, B. Kheirfam ( )
doi:10.1007/s10852-014-9257-9 fatcat:f3bwwkzsefh3ncxbv2k7wsualy