Polynomiality of Path-Following Methods
Modern solvers for linear and quadratic programming often incorporate some variant of the primal-dual path-following method, which is a class of interior point methods. This method turns out to be suited for solving semidefinite programming problems as well. In this chapter, we propose a framework for analyzing primal-dual path-following algorithms for semidefinite programming. Our framework is a direct extension of the v-space approach, which was developed by Kojima et al.  in the context of complementarity problems.
KeywordsInterior Point Method Central Path Step Algorithm Interior Point Algorithm Matrix Target
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