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ÌâÄ¿£ºA new predictor-corrector algorithm for SDP with polynomial convergence
×÷ÕߣºFeixiang  Chen and YumingFeng
ÔÓÖ¾£ºItalian Journal of Pure and Applied Mathematics
ISSN 2239-0227
Issue n. 29-2012.  pp:7-14
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Accession number:  20130916051048

  Title:  A new predictor-corrector algorithm for SDP with polynomial convergence
  Authors:  Chen, Feixiang1 ; Feng, Yuming1  
  Author affiliation:  1 School of Mathematics and Statistics, Chongqing Three Gorges University, Wanzhou, Chongqing, 404000, China  
  Corresponding author:  Chen, F. (cfx2002@126.com)  
  Source title:  Italian Journal of Pure and Applied Mathematics
  Abbreviated source title:  Ital. J. Pure Appl. Math.
  Issue:  29
  Issue date:  December 2012
  Publication year:  2012
  Pages:  7-14
  Language:  English
  ISSN:  11268042  
  Document type:  Journal article (JA)
  Publisher:  Forum-Editrice Universitaria Udinese SRL, Via Palladio 8, Udine, 33100, Italy
  Abstract:  We establish the polynomiality of primal-dual interior-point algorithms for SDP based on the direction of the M-Z family of search directions. We show that the polynomial iteration-complexity bounds of the well known algorithms for linear programming, namely, the predictor-corrector algorithm, carry over to the context of SDP.
  Number of references:  10
  Main heading:  Iterative methods  
  Controlled terms:  Algorithms  -  Mathematical programming  -  Polynomials  
  Uncontrolled terms:  Interior point algorithm  -  Path-following method  -  Polynomial complexity  -  Predictor-corrector algorithm  -  Primal-dual interior-point algorithm  -  Search direction  -  Semidefinite programming problem  
  Classification code:  723 Computer Software, Data Handling and Applications -  921 Mathematics -  922 Statistical Methods
  Database:  Compendex
   Compilation and indexing terms, © 2013 Elsevier Inc.
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