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  • A FULL NT-STEP INFEASIBLE INTERIOR-POINT ALGORITHM FOR SEMIDEFINITE OPTIMIZATION BASED ON A SELF-REGULAR PROXIMITY

The ANZIAM Journal

Table of Contents - July 2011 - Volume 53, Issue 01  

Research Article

A FULL NT-STEP INFEASIBLE INTERIOR-POINT ALGORITHM FOR SEMIDEFINITE OPTIMIZATION BASED ON A SELF-REGULAR PROXIMITY

B. KHEIRFAMa1

a1 Department of Mathematics, Azarbaijan University of Tarbiat Moallem, Tabriz, Iran (email: b.kheirfam@azaruniv.edu)

Abstract

We introduce a full NT-step infeasible interior-point algorithm for semidefinite optimization based on a self-regular function to provide the feasibility step and to measure proximity to the central path. The result of polynomial complexity coincides with the best known iteration bound for infeasible interior-point methods.

(Received July 05 2011)

(Revised December 28 2011)

2010 Mathematics subject classification

  • primary 90C51; secondary 90C22

Keywords and phrases

  • semidefinite optimization;
  • infeasible interior-point method;
  • polynomial complexity;
  • self-regular