Complexity of the primal-dual path-following algorithms for the weighted determinant maximization problems with linear matrix inequalities in the narrow neighbourhood

Authors:
Yu Xia
Affiliations:
School of Mathematics, University of Birmingham, Edgbaston, Birmingham, UK
Venue:
Optimization Methods & Software
Year:
2008

Citing 8
Cited 0

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Abstract

Weighted determinant maximization with linear matrix inequality constraints (maxdet-problem) is a generalization of the semidefinite programming. We give a polynomial-time complexity analysis for the path-following interior-point short-step and predictor-corrector methods for the maxdet-problem based on symmetric Newton equations for certain classes of scaling matrices.