PRIMAL-DUAL ALGORITHMS FOR SEMIDEFINITE
OPTIMIZATION PROBLEMS BASED ON KERNEL-FUNCTION
WITH TRIGONOMETRIC BARRIER TERM
Mohamed El Ghami1, Guoqiang Wang2, Trond Steihaug3 1Nord University
Faculty of Education and Arts
Nesna 8700, NORWAY 2College of Fundamental Studies
Shanghai University of Engineering Science
Shanghai 201620, P.R. CHINA 3University of Bergen
Department of Informatics
Box 7803, N-5020, Bergen, NORWAY
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.
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