Local Convergence of Predictor-Corrector Infeasible-Interior-Point Algorithms for SDPs and SDLCPs (1997)
| Venue: | Mathematical Programming |
| Citations: | 44 - 3 self |
BibTeX
@INPROCEEDINGS{Kojima97localconvergence,
author = {Masakazu Kojima and Masayuki Shida and Susumu Shindoh},
title = {Local Convergence of Predictor-Corrector Infeasible-Interior-Point Algorithms for SDPs and SDLCPs},
booktitle = {Mathematical Programming},
year = {1997}
}
Years of Citing Articles
Bookmark
 |
 |
 |
 |
 |
 |
OpenURL
Abstract
. 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...
