Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming

In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming.We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefiniteprogramming, resulting in a new algorithm. Compared to other primal--dual affine scaling algorithms for semidefiniteprogramming (see, De Klerk, Roos and Terlaky), our algorithm enjoys the lowest computationalcomplexity.

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Year of publication:	1997
Authors:	Berkelaar, Arjan B. ; Sturm, Jos F. ; Zhang, Shuzhong
Publisher:	Amsterdam and Rotterdam : Tinbergen Institute
Subject:	Mathematische Optimierung \| Theorie \| Semidefinite Programming \| Affine Scaling \| Primal-Dual Interior Point Methods

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Series:	Tinbergen Institute Discussion Paper ; 97-025/4
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	782026915 [GVK] hdl:10419/85612 [Handle] RePEc:dgr:uvatin:19970025 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010325628