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Abstract
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We present an arc-search infeasible interior-point algorithm for semidefinite optimization
using the Nesterov-Todd search directions. The algorithm is based on the
negative infinity neighborhood of the central path. The algorithm searches an ε-
approximate solution of the problem along the ellipsoidal approximation of the entire
central path. The convergence analysis of the algorithm is presented and shows that
the algorithm has the iteration complexity bound On3/2 log ε−1. Here, n is the
dimension of the problem and ε is the required precision. The numerical results show
that our algorithm is efficient and promising
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