Polynomial primal-dual affine scaling algorithms in semidefinite programming

被引:4
|
作者
De Klerk, E [1 ]
Roos, C [1 ]
Terlaky, T [1 ]
机构
[1] Delft Univ Technol, Fac Tech Math & Informat, NL-2600 GA Delft, Netherlands
关键词
interior-point method; primal-dual method; semidefinite programming; affine scaling; Dikin steps;
D O I
10.1023/A:1009791827917
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Two primal-dual affine scaling algorithms for linear programming are extended to semidefinite programming. The algorithms do not require (nearly) centered starting solutions, and can be initiated with any primal-dual feasible solution. The first algorithm is the Dikin-type affine Scaling method of Jansen et al. (1993b) and the second the classical affine scaling method of Monteiro et al. (1990). The extension of the former has a worst-case complexity bound of 0(tau(0)nL) iterations, where tau(0) is a measure of centrality of the the starting solution, and the latter a bound of 0(tau(0)nL(2)) iterations.
引用
收藏
页码:51 / 69
页数:19
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