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Title
ON THE EXTENSION OF AN ARC-SEARCH INTERIOR-POINT ALGORITHM FOR SEMIDEFINITE OPTIMIZATION
Type of Research Article
Keywords
. Interior-point method, semidefinite optimization, arc-search strategy, polynomial complexity
Abstract
This paper concerns an extension of the arc-search strategy that was proposed by Yang [26] for linear optimization to semidefinite optimization case. Based on the Nesterov-Todd direction as Newton search direction it is shown that the complexity bound of the proposed algorithm is of the same order as that of the corresponding algorithm for linear optimization. Some preliminary numerical results indicate that our primal-dual arc-search path-following method is promising for solving the semidefinite optimization problems
Researchers Behrouz Kheirfam (First Researcher)، Mortaza Moslemi (Second Researcher)