In this paper, a full Nesterov–Todd-step infeasible interior-point algorithm is presented for semidefinite optimization (SDO) problems. In contrast of some classical interior-point algorithms for SDO problems, this algorithm does not need to perform computationally expensive calculations for centering steps which are needed for classical interior-point methods. The convergence analysis of the algorithm is shown and it is also proved that the complexity bound of the algorithm coincides with the currently best iteration bound obtained by infeasible interior-point algorithms for this class of optimization problems.
Accepté le :
DOI : 10.1051/ro/2016043
Mots clés : Semidefinite optimization, infeasible interior-point method, convergence analysis, polynomial complexity
@article{RO_2017__51_3_533_0,
author = {Pirhaji, Mohammad and Mansouri, Hosseino and Zangiabadi, Maryam},
title = {A full {NT-step} infeasible interior-point algorithm for semidefinite optimization},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {533--545},
publisher = {EDP-Sciences},
volume = {51},
number = {3},
year = {2017},
doi = {10.1051/ro/2016043},
mrnumber = {3661368},
zbl = {1387.90274},
language = {en},
url = {http://www.numdam.org/articles/10.1051/ro/2016043/}
}
TY - JOUR AU - Pirhaji, Mohammad AU - Mansouri, Hosseino AU - Zangiabadi, Maryam TI - A full NT-step infeasible interior-point algorithm for semidefinite optimization JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2017 SP - 533 EP - 545 VL - 51 IS - 3 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ro/2016043/ DO - 10.1051/ro/2016043 LA - en ID - RO_2017__51_3_533_0 ER -
%0 Journal Article %A Pirhaji, Mohammad %A Mansouri, Hosseino %A Zangiabadi, Maryam %T A full NT-step infeasible interior-point algorithm for semidefinite optimization %J RAIRO - Operations Research - Recherche Opérationnelle %D 2017 %P 533-545 %V 51 %N 3 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/ro/2016043/ %R 10.1051/ro/2016043 %G en %F RO_2017__51_3_533_0
Pirhaji, Mohammad; Mansouri, Hosseino; Zangiabadi, Maryam. A full NT-step infeasible interior-point algorithm for semidefinite optimization. RAIRO - Operations Research - Recherche Opérationnelle, Tome 51 (2017) no. 3, pp. 533-545. doi : 10.1051/ro/2016043. http://www.numdam.org/articles/10.1051/ro/2016043/
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