Complexity analysis of primal-dual interior-point methods for semidefinite optimization based on a parametric kernel function with a trigonometric barrier term
Author(s) -
Guoqiang Wang,
Zhongchen Wu,
Zhongtuan Zheng,
Xinzhong Cai
Publication year - 2015
Publication title -
numerical algebra control and optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.303
H-Index - 20
eISSN - 2155-3289
pISSN - 2155-3297
DOI - 10.3934/naco.2015.5.101
Subject(s) - interior point method , mathematics , kernel (algebra) , trigonometric functions , term (time) , combinatorics , trigonometry , function (biology) , parametric statistics , point (geometry) , algorithm , mathematical analysis , physics , geometry , statistics , quantum mechanics , evolutionary biology , biology
In this paper, we present a class of large- and small-update primal-dual interior-point methods for semidefinite optimization based on a parametric kernel function with a trigonometric barrier term. For both versions of the kernel-based interior-point methods, the worst case iteration bounds are established, namely, $O(n^{\frac{2}{3}}\log\frac{n}{\varepsilon})$ and $O(\sqrt{n}\log\frac{n}{\varepsilon})$, respectively. These results match the ones obtained in the linear optimization case.
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