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Complexity analysis of infeasible interior-point method for semidefinite optimization based on a new trigonometric kernel function

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Abstract

In this paper, a full Nesterov–Todd step infeasible interior-point method for solving semidefinite optimization problems based on a new kernel function is analyzed. In each iteration, the algorithm involves a feasibility step and several centrality steps. The centrality step is focused on Nesterov–Todd search directions, while we used a kernel function with trigonometric barrier term to induce the feasibility step. The complexity result coincides with the best-known iteration bound for infeasible interior-point methods.

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Moslemi, M., Kheirfam, B. Complexity analysis of infeasible interior-point method for semidefinite optimization based on a new trigonometric kernel function. Optim Lett 13, 127–145 (2019). https://doi.org/10.1007/s11590-018-1257-7

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  • DOI: https://doi.org/10.1007/s11590-018-1257-7

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