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- Title
A new Mehrotra-type predictor-corrector algorithm for semidefinite optimization.
- Authors
TIAN Wen-juan; LI Xiu-feng
- Abstract
Mehrotra-type predictor-corrector algorithms are the core of most interior point methods. Salahi proposed a new Mehrotra-type predictor-corrector algorithm for linear optimization,which is a polynomial time algorithm, their algorithm maintains its efficiency in practice. This algorithm is extended in this paper to semidefinite optimization. By using Lyapunov operation as a tool to give some technical Lemmas. It is shown that the iteration complexity of the algorithm is O(√nL).
- Subjects
SEMIDEFINITE programming; INTERIOR-point methods; POLYNOMIAL time algorithms; LYAPUNOV functions; ITERATIVE methods (Mathematics)
- Publication
Basic Sciences Journal of Textile Universities / Fangzhi Gaoxiao Jichu Kexue Xuebao, 2013, Vol 26, Issue 4, p494
- ISSN
1006-8341
- Publication type
Article