Complexity Analysis of an Interior Point Algorithm for the Semidefinite Optimization Based on a Kernel Function with a Double Barrier Term

论文作者:Mohamed ACHACHE;
作者单位:Laboratoire de Mathématiques Fondamentales et Numériques,Faculté des Sciences, Université Ferhat Abbas Sétif 1,Algérie
期刊名称:《Acta Mathematica Sinica》
期刊刊期:2015年03期
分类号:O174.14
ISSN:1439-8516
论文摘要: In this paper, we establish the polynomial complexity of a primal-dual path-following interior point algorithm for solving semidefinite optimization(SDO) problems. The proposed algorithm is based on a new kernel function which differs from the existing kernel functions in which it has a double barrier term. With this function we define a new search direction and also a new proximity function for analyzing its complexity. We show that if q1 > q2 > 1, the algorithm has O((q1 + 1) nq1+1/2(q1-...
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