A new second-order corrector interior-point algorithm for semidefinite programming

Changhe Liu () and Hongwei Liu ()

Mathematical Methods of Operations Research, 2012, vol. 75, issue 2, 165-183

Abstract: In this paper, we propose a second-order corrector interior-point algorithm for semidefinite programming (SDP). This algorithm is based on the wide neighborhood. The complexity bound is $${O(\sqrt{n}L)}$$ for the Nesterov-Todd direction, which coincides with the best known complexity results for SDP. To our best knowledge, this is the first wide neighborhood second-order corrector algorithm with the same complexity as small neighborhood interior-point methods for SDP. Some numerical results are provided as well. Copyright Springer-Verlag 2012

Keywords: Semidefinite programming; Interior-point methods; Second-order methods; Polynomial complexity (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s00186-012-0379-4

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