- Turkish Journal of Mathematics
- Vol: 41 Issue: 1
- A Mehrotra predictor-corrector interior-point algorithm for semidefinite optimization
A Mehrotra predictor-corrector interior-point algorithm for semidefinite optimization
Authors : Mohammad Pirhaji, Maryam Zangiabadi, Hossein Mansouri
Pages : 168-185
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Publication Date : 9999-12-31
Article Type : Makaleler
Abstract :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 $O(\sqrt{n}\log \varepsilon^{-1})$ for the Nesterov-Todd search direction and $O({n}\log \varepsilon^{-1})$ for the Helmberg-Kojima-Monteiro search directions.Keywords : Semidefinite optimization, Mehrotra-type predictor-corrector algorithm, polynomial complexity