Polynomiality of Path-Following Methods

  • Hans Frenk
  • Kees Roos
  • Tamás Terlaky
  • Shuzhong Zhang
Chapter
Part of the Applied Optimization book series (APOP, volume 33)

Abstract

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. [63] in the context of complementarity problems.

Keywords

Interior Point Method Central Path Step Algorithm Interior Point Algorithm Matrix Target 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 2000

Authors and Affiliations

  • Hans Frenk
    • 1
  • Kees Roos
    • 2
  • Tamás Terlaky
    • 2
  • Shuzhong Zhang
    • 1
  1. 1.Erasmus UniversityRotterdamThe Netherlands
  2. 2.Delft University of TechnologyThe Netherlands

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