Volume 44, Number 3, July-September 2010
|Page(s)||251 - 265|
|Published online||25 October 2010|
A Polynomial-time Interior-point Algorithm for Convex Quadratic Semidefinite Optimization
Mathematics, Shanghai University, Shanghai, 200444, P.R. China. email@example.com
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
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.