مشخصات پژوهش

صفحه نخست /An O(nL) predictor-corrector ...
عنوان
An O(nL) predictor-corrector interior-point algorithm for semidefinite optimization based on a wide neighborhood
نوع پژوهش مقاله چاپ شده
کلیدواژه‌ها
Semidefinite optimization; predictor-corrector interior-point method; wide neighborhood; polynomial complexity
چکیده
In this paper, we propose a new predictor-corrector interior-point algorithm for semidefinite optimization based on a wide neighborhood of the central path. We show that, in addition to the predictor step, each corrector step decreases the duality gap as well. We also prove that the iteration complexity of the proposed algorithm coincides with the best iteration bound for small neighborhood algorithms that use the Nesterov-Todd direction. Finally, some numerical results are provided as well.
پژوهشگران بهروز خیرفام (نفر اول)، محدثه محمدی (نفر دوم)