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Title
New complexity analysis of a full Nesterov–Todd step interior-point method for semidefinite optimization
Type of Research Article
Keywords
Semidefinite optimization; interior-point method; full Nesterov–Todd step; search direction; polynomial complexity.
Abstract
In this paper, we propose a new primal-dual path-following interior-point method for semidefinite optimization based on a new reformulation of the nonlinear equation of the system which defines the central path. The proposed algorithm takes only full Nesterov and Todd steps and therefore no line-searches are needed for generating the new iterations. The convergence of the algorithm is established and the complexity result coincides with the best-known iteration bound for semidefinite optimization problems.
Researchers Behrouz Kheirfam (First Researcher)