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Simplified infeasible interior-point algorithm for SDO using full Nesterov-Todd step

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Abstract

Interior-point methods for semidefinite optimization problems have been studied frequently, due to their polynomial complexity and practical implications. In this paper we propose a primal-dual infeasible interior-point algorithm that uses full Nesterov-Todd (NT) steps with a different feasibility step. We obtain the currently best known iteration bound for semidefinite optimization problems.

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Correspondence to Behrouz Kheirfam.

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Kheirfam, B. Simplified infeasible interior-point algorithm for SDO using full Nesterov-Todd step. Numer Algor 59, 589–606 (2012). https://doi.org/10.1007/s11075-011-9506-1

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