Article ID Journal Published Year Pages File Type
4632440 Applied Mathematics and Computation 2011 10 Pages PDF
Abstract

This paper proposes an infeasible interior-point algorithm with full Nesterov–Todd (NT) steps for semidefinite programming (SDP). The main iteration consists of a feasibility step and several centrality steps. First we present a full NT step infeasible interior-point algorithm based on the classic logarithmical barrier function. After that a specific kernel function is introduced. The feasibility step is induced by this kernel function instead of the classic logarithmical barrier function. This kernel function has a finite value on the boundary. The result of polynomial complexity, O(nlogn/ε)O(nlogn/ε), coincides with the best known one for infeasible interior-point methods.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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