A full-NT-step infeasible interior-point algorithm for SDP based on kernel functions |
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Authors: | Zhongyi Liu Wenyu Sun |
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Affiliation: | a College of Science, Hohai University, Nanjing 210098, China b School of Mathematics Science, Nanjing Normal University, Nanjing 210097, China |
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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), coincides with the best known one for infeasible interior-point methods. |
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Keywords: | Semidefinite programming Full Nesterov-Todd steps Infeasible interior-point methods Polynomial complexity Kernel functions |
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