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Local Convergence of Predictor-Corrector Infeasible-Interior-Point Algorithms for SDPs and SDLCPs
- Mathematical Programming
, 1997
"... . An example of SDPs (semidefinite programs) exhibits a substantial difficulty in proving the superlinear convergence of a direct extension of the Mizuno-Todd-Ye type predictorcorrector primal-dual interior-point method for LPs (linear programs) to SDPs, and suggests that we need to force the genera ..."
Abstract
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Cited by 44 (3 self)
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. An example of SDPs (semidefinite programs) exhibits a substantial difficulty in proving the superlinear convergence of a direct extension of the Mizuno-Todd-Ye type predictorcorrector primal-dual interior-point method for LPs (linear programs) to SDPs, and suggests that we need to force the generated sequence to converge to a solution tangentially to the central path (or trajectory). A Mizuno-Todd-Ye type predictor-corrector infeasible-interior-point algorithm incorporating this additional restriction for monotone SDLCPs (semidefinite linear complementarity problems) enjoys superlinear convergence under strict complementarity and nondegeneracy conditions. Key words. Semidefinite Programming, Infeasible-Interior-Point Method, Predictor-CorrectorMethod, Superlinear Convergence, Primal-Dual Nondegeneracy Abbreviated Title. Interior-Point Algorithms for SDPs y Department of Mathematical and Computing Sciences, Tokyo Institute of Technology, 2-12-1 Oh-Okayama, Meguro-ku, Tokyo 152, Japa...
A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh-Haeberly-Overton Search Direction
, 1996
"... This paper proposes a globally convergent predictor-corrector infeasible-interior-point algorithm for the monotone semidefinite linear complementarity problem using the Alizadeh-Haeberly-Overton search direction, and shows its quadratic local convergence under the strict complementarity condition. ..."
Abstract
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Cited by 23 (3 self)
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This paper proposes a globally convergent predictor-corrector infeasible-interior-point algorithm for the monotone semidefinite linear complementarity problem using the Alizadeh-Haeberly-Overton search direction, and shows its quadratic local convergence under the strict complementarity condition.

