A wide neighbourhood interior-point method with iteration-complexity bound for semidefinite programming
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Publication:3066932
DOI10.1080/02331930903104382zbMath1209.65058OpenAlexW2036317548MaRDI QIDQ3066932
Publication date: 20 January 2011
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331930903104382
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Interior-point methods (90C51) Complexity and performance of numerical algorithms (65Y20)
Related Items (13)
An predictor–corrector interior-point algorithm for semidefinite optimization based on a wide neighbourhood ⋮ A primal–dual predictor–corrector interior-point method for symmetric cone programming with O(√r log ϵ−1) iteration complexity ⋮ A second-order Mehrotra-type predictor-corrector algorithm with a new wide neighbourhood for semi-definite programming ⋮ A new second-order corrector interior-point algorithm for semidefinite programming ⋮ Interior-point algorithm for linear programming based on a new descent direction ⋮ A wide neighbourhood primal-dual second-order corrector interior point algorithm for semidefinite optimization ⋮ Polynomial convergence of primal-dual path-following algorithms for symmetric cone programming based on wide neighborhoods and a new class of directions ⋮ A second-order corrector infeasible interior-point method for semidefinite optimization based on a wide neighborhood ⋮ A Mehrotra predictor-corrector interior-point algorithm for semidefinite optimization ⋮ An iteration primal–dual path-following method, based on wide neighbourhood and large update, for second-order cone programming ⋮ A wide neighborhood interior-point algorithm based on the trigonometric kernel function ⋮ A new wide neighbourhood primal-dual interior-point algorithm for semidefinite optimization ⋮ New complexity analysis of a Mehrotra-type predictor–corrector algorithm for semidefinite programming
Cites Work
- Self-regular functions and new search directions for linear and semidefinite optimization
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- On the Nesterov--Todd Direction in Semidefinite Programming
- Self-Scaled Barriers and Interior-Point Methods for Convex Programming
- Primal--Dual Path-Following Algorithms for Semidefinite Programming
- On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
- Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
- An Interior-Point Method for Semidefinite Programming
- An O$(\sqrtn L)$ Iteration Primal-dual Path-following Method, Based on Wide Neighborhoods and Large Updates, for Monotone LCP
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