On the Extension of a Mehrotra-Type Algorithm for Semidefinite Optimization

Mohammad Koualei(koulaeioptserv.cas.mcmaster.ca)
Tamás Terlaky(terlakymcmaster.ca)

Abstract: It has been shown in various papers that most interior-point algorithms and their analysis can be generalized to semidefinite optimization. This paper presents an extension of the recent variant of Mehrotra's predictor-corrector algorithm that was proposed by Salahi et al. (2005) for linear optimization problems. Based on the NT (Nesterov and Todd 1997) direction as Newton search direction it is shown that the iteration-complexity bound of the algorithm is of the same order as that of the corresponding algorithm for linear optimization.

Keywords: Semidefinite optimization, predictor-corrector algorithms, Mehrotra-Type Algorithm, Polynomial complexity

Category 1: Linear, Cone and Semidefinite Programming (Semi-definite Programming )

Category 2: Linear, Cone and Semidefinite Programming

Citation: AdvOL-report \#2007 /04. McMaster U. Hamilton, Ontario, Canada. http://optlab.mcmaster.ca/component/option,com_docman/task,doc_download/gid,109/Itemid,92/

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Entry Submitted: 05/20/2007
Entry Accepted: 05/20/2007
Entry Last Modified: 05/20/2007

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