A long-step primal-dual path-following method for semidefinite programming

Authors:
Jianmin Jiang
Affiliations:
Department of Applied Mathematics, Tsinghua University, Beijing 100084, China
Venue:
Operations Research Letters
Year:
1998

Citing 6
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Abstract

In this paper, the long-step primal-dual path-following method of Jansen et al. is extended from linear programming to semidefinite programming. By generalizing the proximity measure and using the Nesterov-Todd direction as the search direction, we construct an algorithm which finds an @e-optimal solution in at most O(n|ln@e|) iterations.