A new primal-dual interior point algorithm for convez quadratic semi-definite optimization based on finite barrier

摘要：

In this paper, we proposed a new primal-dual interior point algorithm for convex quadratic semidefinite optimization based on a finite barrier function which was firstly introduced by Bai et al. in 2 for linear optimization (LO). We derive the analysis of complexity of algorithm and obtain the iterationbounds, O(vn log n log n/e) and O(vn log n/e), for large- and small-updates method, respectively. The boundsare the same as those for LO.

关键词： interior point algorithm convez quadratic semidefmite optimization kernel function iteration bound

作者: Fayan Wang Yanqin Bai Lipu Zhang

作者单位: Department of Mathematics, Shanghai University, Shanghai, 200444, China Department of Mathematics, Shanghai University, Shanghai, 200444, China Zhejiang Forestry University

会议类型: 国际会议

会议名称: The Third International Workshop on Applied Matriz Theory(第三届国际矩阵分析与应用会议)

会议地点: 杭州

会议语种:英文

页码: 1018-1021

在线出版日期: 2009-07-09（万方平台首次上网日期，不代表论文的发表时间）