On complexity analysis of the primal-dual interior-point method for semidefinite optimization problem based on a new proximity function

被引：17

作者：

Choi, Bo Kyung ^{[1
]}

Lee, Gue Myung ^{[1
]}

机构：

[1] Pukyong Natl Univ, Div Math Sci, Pusan 608737, South Korea

来源：

NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS | 2009年 / 71卷 / 12期

关键词：

Semidefinite optimization problem; Primal-dual interior-point methods; Kernel function; Proximity function; Complexity analysis; Worst-case iteration bound; ALGORITHMS;

D O I：

10.1016/j.na.2009.05.078

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The purpose of this paper is to obtain new complexity results for a semidefinite optimization (SDO) problem. We define a new proximity function for the SDO by a new kernel function. Furthermore we formulate an algorithm for a large-update primal-dual interior-point method (IPM) for the SDO by using the proximity function and give its complexity analysis, and then we show that the worst-case iteration bound for our IPM is O(root n(log n)(q+1/q) log n/c), where q >= 1 (C) 2009 Elsevier Ltd. All rights reserved.

引用

页码：E2628 / E2640

页数：13

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