A second-order Mehrotra-type predictor-corrector algorithm with a new wide neighbourhood for semi-definite programming
العنوان: | A second-order Mehrotra-type predictor-corrector algorithm with a new wide neighbourhood for semi-definite programming |
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المؤلفون: | Hongwei Liu, Yinkui Zhang, Ximei Yang |
المصدر: | International Journal of Computer Mathematics. 91:1082-1096 |
بيانات النشر: | Informa UK Limited, 2013. |
سنة النشر: | 2013 |
مصطلحات موضوعية: | Semidefinite programming, Predictor–corrector method, Mathematical optimization, Computational Theory and Mathematics, Applied Mathematics, Neighbourhood (mathematics), Algorithm, Computer Science Applications, Mathematics |
الوصف: | In this paper, we present a new second-order Mehrotra-type predictor–corrector algorithm for semi-definite programming (SDP). The proposed algorithm is based on a new wide neighbourhood. We are particularly concerned with an important inequality. Based on the inequality, the convergence is shown for a specific class of search directions. In particular, the complexity bound is O(√nlogϵ−1) for the Nesterov–Todd search direction and O(n logϵ−1) for the Helmberg-Kojima-Monteiro search direction. The derived complexity bounds coincide with the currently best known theoretical complexity bounds obtained so far for SDP. We provide some preliminary numerical results as well. |
تدمد: | 1029-0265 0020-7160 |
URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_________::dda879de34c7ae1a89cfbd467d5d33a5 https://doi.org/10.1080/00207160.2013.827784 |
رقم الأكسشن: | edsair.doi...........dda879de34c7ae1a89cfbd467d5d33a5 |
قاعدة البيانات: | OpenAIRE |
تدمد: | 10290265 00207160 |
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