Journal of the Operations Research Society of China ›› 2013, Vol. 1 ›› Issue (3): 359-376.doi: 10.1007/s40305-013-0023-x

• Continuous Optimization • Previous Articles     Next Articles

A Large-Update Feasible Interior-Point Algorithm for Convex Quadratic Semi-definite Optimization Based on a New Kernel Function

  

  • Online:2013-09-30 Published:2013-09-30

Abstract:

In this paper we present a large-update primal-dual interior-point algorithm
for convex quadratic semi-definite optimization problems based on a new parametric
kernel function. The goal of this paper is to investigate such a kernel function and
show that the algorithm has the best complexity bound. The complexity bound is
shown to be O(√n log n log n
 ).

Key words: Kernel function| Interior-point algorithm , Polynomial complexity , Large-update methods