Complexity Analysis of an Interior Point Algorithm for the Semidefinite Optimization Based on a Kernel Function with a Double Barrier Term

In this paper, we establish the polynomial complexity of a primal-dual path-following interior point algorithm for solving semidefinite optimization（SDO） problems. The proposed algorithm is based on a new kernel function which differs from the existing kernel functions in which it has a double barri...

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Vydané v:	Acta mathematica Sinica. English series Ročník 31; číslo 3; s. 543 - 556
Hlavný autor:	Achache, Mohamed
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Heidelberg Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society 01.03.2015 Springer Nature B.V
Predmet:	Algorithms Barriers Complexity Eigenvalues Functions (mathematics) Kernel functions Mathematical analysis Mathematical programming Mathematics Mathematics and Statistics Optimization Polynomials Semidefinite programming Studies Texts 优化内核函数内点算法复杂性分析多项式复杂性屏障期限路径跟踪 kernel functions 90C51 65K05 complexity of algorithms 90C25 90C22 Semidefinite optimization primal-dual interior point methods large and small-update algorithms
ISSN:	1439-8516, 1439-7617
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