PRIMAL-DUAL ALGORITHMS FOR SEMIDEFINITE
OPTIMIZATION PROBLEMS BASED ON KERNEL-FUNCTION
WITH TRIGONOMETRIC BARRIER TERM

Abstract

In this paper we extended the results obtained for the first trigonometric kernel-function-based IPMs introduced by El Ghami et al. in [#!Trigonometry1!#] for LO to semidefinite optimization problems. The kernel function has a trigonometric Barrier Term. In this paper we generalize the analysis presented in the above paper for Semidefinit Optimization Problems (SDO). It is shown that the interior-point methods based on this function for large-update methods, the iteration bound is improved significantly. For small-update interior point methods the iteration bound is the best currently known bound for primal-dual interior point methods. The analysis for SDO deviates significantly from the analysis for linear optimization. Several new tools and techniques are derived in this paper.

Citation details of the article



Journal: International Journal of Applied Mathematics
Journal ISSN (Print): ISSN 1311-1728
Journal ISSN (Electronic): ISSN 1314-8060
Volume: 32
Issue: 2
Year: 2019

DOI: 10.12732/ijam.v32i2.13

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