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An Adaptive Infeasible Interior-Point Algorithm with Full Nesterov-Todd Step for Semidefinite Optimization

  • Behrouz Kheirfam
Article
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Abstract

We present an adaptive full Nesterov-Todd step infeasible interior-point method for semidefinite optimization. The proposed algorithm requires two types of full Nesterov-Todd steps are called, feasibility steps and centering steps, respectively. At each iteration both feasibility and optimality are reduced exactly at the same rate. In each iteration of the algorithm we use the largest possible barrier parameter value θ. The value θ varies from iteration to iteration and it lies between the two values \(\frac {1}{4n}\) and \(\frac {1}{5n}\), which results a faster algorithm.

Keywords

Infeasible interior-point algorithm Semidefinite optimization Full Nesterov-Todd step Polynomial complexity 

Mathematics Subject Classifications (2010)

90C51 90C22 

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Copyright information

© Springer Science+Business Media Dordrecht 2014

Authors and Affiliations

  1. 1.Department of MathematicsAzarbaijan Shahid Madani UniversityTabrizI. R., Iran

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