ISSN:
1436-4646
Keywords:
Semidefinite programming
;
Infeasible-interior-point method
;
Predictor—correctormethod
;
Superlinear convergence
;
Primal—dual nondegeneracy
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract An example of an SDP (semidefinite program) exhibits a substantial difficulty in proving the superlinear convergence of a direct extension of the Mizuno—Todd—Ye type predictor—corrector primal-dual interior-point method for LPs (linear programs) to SDPs, and suggests that we need to force the generated sequence to converge to a solution tangentially to the central path (or trajectory). A Mizuno—Todd—Ye type predictor—corrector infeasible-interior-point algorithm incorporating this additional restriction for monotone SDLCPs (semidefinite linear complementarity problems) enjoys superlinear convergence under strict complementarity and nondegeneracy conditions. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01581723
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