Primal-dual interior-point algorithm for semidefinite optimization based on a new kernel function with trigonometric barrier term

作     者：Kheirfam, Behrouz 

作者机构：Azarbaijan Univ Tarbiat Moallem Dept Math Tabriz Iran 

出 版 物：《NUMERICAL ALGORITHMS》 (数值算法)

年 卷 期：2012年第61卷第4期

页      面：659-680页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：Kernel function Interior-point algorithm Semidefinite optimization Polynomial complexity Primal-dual method 

摘      要：In this paper we propose primal-dual interior-point algorithms for semidefinite optimization problems based on a new kernel function with a trigonometric barrier term. We show that the iteration bounds are for small-update methods and for large-update, respectively. The resulting bound is better than the classical kernel function. For small-update, the iteration complexity is the best known bound for such methods.