Article ID Journal Published Year Pages File Type
6421344 Applied Mathematics and Computation 2014 10 Pages PDF
Abstract

In this paper, a short-step feasible primal-dual path-following interior point algorithm is proposed for solving a convex quadratic semidefinite optimization (CQSDO) problem. The algorithm uses at each iteration full Nesterov-Todd (NT) steps to find an ∊-approximated solution of CQSDO. The favorable iteration bound, namely Onlogn∊ is obtained for short-step method and which is as good as the linear and semidefinite optimization analogue.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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