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