Issue |
RAIRO-Oper. Res.
Volume 44, Number 3, July-September 2010
|
|
---|---|---|
Page(s) | 251 - 265 | |
DOI | https://doi.org/10.1051/ro/2010016 | |
Published online | 25 October 2010 |
A Polynomial-time Interior-point Algorithm for Convex Quadratic Semidefinite Optimization
Department of
Mathematics, Shanghai University, Shanghai, 200444, P.R. China. yqbai@shu.edu.cn
Received:
15
September
2009
Accepted:
1
September
2010
In this paper we propose a primal-dual interior-point algorithm for
convex quadratic semidefinite optimization problem. The search
direction of algorithm is defined in terms of a matrix function and
the iteration is generated by full-Newton step. Furthermore, we
derive the iteration bound for the algorithm with small-update
method, namely, O( log
), which is
best-known bound so far.
Mathematics Subject Classification: 90C05 / 90C51
Key words: Convex quadratic semidefinite optimization / interior-point algorithm / small-update method / iteration bound / polynomial-time
© EDP Sciences, ROADEF, SMAI, 2010
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