A NEW EFFICIENT PRIMAL-DUAL PROJECTIVE INTERIOR POINT METHOD FOR SEMIDEFINITE PROGRAMMING

被引：0

作者：

Amina, Zerari ^{[1
]}

Djamel, Benterki ^{[1
]}

机构：

[1] Setif 1 Ferhat Abbas Univ, Fac Sci, Dept Math, Lab Fundamental & Numer Math, Setif, Algeria

来源：

JOURNAL OF NONLINEAR FUNCTIONAL ANALYSIS | 2019年 / 2019卷

关键词：

Semidefinite programming; Interior point method; Projective method; Primal-dual interior point algorithm; ALGORITHM; CONVERGENCE;

D O I：

10.23952/jnfa.2019.12

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we present an efficient two phases primal-dual interior point algorithm without line search for semidefinite optimization problems. We propose three new alternatives which give an effective displacement step and improve the behavior of the algorithm. Moreover, we also present some numerical experiments which show the efficiency of our algorithm.

引用

页数：12

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