A full-NT-step infeasible interior-point algorithm for SDP based on kernel functions (Q627154)

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scientific article; zbMATH DE number 5853794
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A full-NT-step infeasible interior-point algorithm for SDP based on kernel functions
scientific article; zbMATH DE number 5853794

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    A full-NT-step infeasible interior-point algorithm for SDP based on kernel functions (English)
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    21 February 2011
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    Primal and dual semidefinite programming problems are formulated and an infeasible interior-point algortithm with full Nesterov-Todd steps is proposed for solving the problems. The main iteration consists of a feasibility step and several centrality steps. The classic logarithmic barrier function as well as a new specific kernel function with a finite value on the boundary are used in the algorithm. A polynomial complexity of the proposed method is proved.
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    semidefinite programming
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    full Nesterov-Todd steps
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    infeasible interior-point methods
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    polynomial complexity
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    kernel functions
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