Template-Type: ReDIF-Paper 1.0
Series: Tinbergen Institute Discussion Papers
Creation-Date: 1997-02-15
Number: 97-025/4
Author-Name: Arjan B. Berkelaar
Author-Workplace-Name: Erasmus University Rotterdam
Author-Name: Jos F. Sturm
Author-Workplace-Name: Erasmus University Rotterdam
Author-Name: Shuzhong Zhang
Author-Workplace-Name: Erasmus University Rotterdam
Title: Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming
Abstract: In this paper we generalize the primal--dual cone affine scaling algorithm of Sturm and Zhang to semidefinite programming.We show in this paper that the underlying ideas of the cone affine scaling algorithm can be naturely applied to semidefiniteprogramming, resulting in a new algorithm. Compared to other primal--dual affine scaling algorithms for semidefiniteprogramming (see, De Klerk, Roos and Terlaky), our algorithm enjoys the lowest computationalcomplexity.
Keywords: Semidefinite Programming; Affine Scaling; Primal-Dual Interior Point Methods
File-Url: https://papers.tinbergen.nl/97025.pdf
File-Format: application/pdf
File-Size: 189295 bytes
Handle: RePEc:tin:wpaper:19970025