Polynomial Primal-Dual Affine Scaling Algorithms in Semidefinite Programming |
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Authors: | E de Klerk C Roos T Terlaky |
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Institution: | (1) Faculty of Technical Mathematics and Informatics, Delft University of Technology, P.O. Box 5031, 2600 GA Delft, The Netherlands |
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Abstract: | Two primal-dual affine scaling algorithms for linear programming are extended to semidefinite programming. The algorithms do not require (nearly) centered starting solutions, and can be initiated with any primal-dual feasible solution. The first algorithm is the Dikin-type affine scaling method of Jansen et al. (1993b) and the second the classical affine scaling method of Monteiro et al. (1990). The extension of the former has a worst-case complexity bound of O( 0nL) iterations, where 0 is a measure of centrality of the the starting solution, and the latter a bound of O( 0nL2) iterations. |
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Keywords: | interior-point method primal-dual method semidefinite programming affine scaling Dikin steps |
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