مشخصات پژوهش

صفحه نخست /A Predictor-corrector ...
عنوان
A Predictor-corrector Infeasible-interior-point Algorithm for Semidefinite Optimization in aWide Neighborhood
نوع پژوهش مقاله چاپ شده
کلیدواژه‌ها
Semidefinite optimization, wide neighborhood, infeasible-interior-point method
چکیده
In this paper, we propose a predictor-corrector infeasible interior-point algorithm for semidefinite optimization based on the Nesterov-Todd scaling scheme. In each iteration, the algorithm computes the new iterate using a new combination of the predictor and corrector directions. Using the Ai-Zhang’s wide neighborhood for linear complementarity problems, and extended to semidefinite optimization by Li and Terlaky, it is shown that the iteration complexity bound of the algorithm is O(n 5 4 log "
پژوهشگران بهروز خیرفام (نفر اول)