A Mehrotra  predictor-corrector interior-point algorithm for semidefinite optimization

Mohammad PIRHAJI; Maryam ZANGIABADI; Hossein MANSOURI

Makale detayları

A Mehrotra predictor-corrector interior-point algorithm for semidefinite optimization

Yazarlar:

Mohammad PIRHAJI | Maryam ZANGIABADI | Hossein MANSOURI

Yayıncı:

TUBITAK

Dergi:

Turkish Journal of Mathematics 2017 Vol.41 Issue 1, pp.168-185

Belge Tipi:

Makale

Yayın Tarihi:

1/2017

Belge Dili:

Türkçe

Document ID (Org No.):

2000746095

Sıklık:

İki Aylık

eISSN:

1303-6149

pISSN:

1300-0098

Özet:

 

This paper proposes a second-order Mehrotra-type predictor-corrector feasible interior-point algorithm  for semidefinite optimization problems. In each iteration, the algorithm computes the  Newton search directions through a new form of combination of the predictor and corrector directions. Using the Ai-Zhang wide neighborhood for linear complementarity problems, it is shown that the complexity bound of the algorithm is O(√nlogε−1)O(nlog⁡ε−1)O(\sqrt{n}\log \varepsilon^{-1}) for the Nesterov-Todd search direction and O(nlogε−1)O(nlog⁡ε−1)O({n}\log \varepsilon^{-1}) for the Helmberg-Kojima-Monteiro search directions.

Makale detayları

A Mehrotra predictor-corrector interior-point algorithm for semidefinite optimization

Yazarlar: Mohammad PIRHAJI | Maryam ZANGIABADI | Hossein MANSOURI

Yayıncı: TUBITAK

Dergi: Turkish Journal of Mathematics 2017 Vol.41 Issue 1, pp.168-185

Belge Tipi: Makale

Yayın Tarihi: 1/2017

Belge Dili: Türkçe

Document ID (Org No.): 2000746095

Sıklık: İki Aylık

eISSN: 1303-6149

pISSN: 1300-0098

Sayı

Yazarlar:

Mohammad PIRHAJI | Maryam ZANGIABADI | Hossein MANSOURI

Yayıncı:

TUBITAK

Dergi:

Turkish Journal of Mathematics 2017 Vol.41 Issue 1, pp.168-185

Belge Tipi:

Makale

Yayın Tarihi:

1/2017

Belge Dili:

Türkçe

Document ID (Org No.):

2000746095

Sıklık:

İki Aylık

eISSN:

1303-6149

pISSN:

1300-0098