A New Full-NT-Step Infeasible Interior-Point Algorithm for SDP Based on a Specific Kernel Function

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DOI: 10.4236/am.2012.39150    4,783 Downloads   7,315 Views  Citations

ABSTRACT

In this paper, we propose a new infeasible interior-point algorithm with full NesterovTodd (NT) steps for semidefinite programming (SDP). The main iteration consists of a feasibility step and several centrality steps. We used a specific kernel function to induce the feasibility step. The analysis is more simplified. The iteration bound coincides with the currently best known bound for infeasible interior-point methods.

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S. Bouali and S. Kabbaj, "A New Full-NT-Step Infeasible Interior-Point Algorithm for SDP Based on a Specific Kernel Function," Applied Mathematics, Vol. 3 No. 9, 2012, pp. 1014-1022. doi: 10.4236/am.2012.39150.

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