Simplified infeasible interior-point algorithm for SDO using full Nesterov-Todd step

Authors:
Behrouz Kheirfam
Affiliations:
Department of Mathematics, Azarbaijan University of Tarbiat Moallem, Tabriz, Iran
Venue:
Numerical Algorithms
Year:
2012

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Abstract

Interior-point methods for semidefinite optimization problems have been studied frequently, due to their polynomial complexity and practical implications. In this paper we propose a primal-dual infeasible interior-point algorithm that uses full Nesterov-Todd (NT) steps with a different feasibility step. We obtain the currently best known iteration bound for semidefinite optimization problems.