Abstract Mehrotra-type predictor-corrector algorithm is one of the most effective primal-dual interior- point methods. This paper presents an extension of the recent variant of second order Mehrotra-type predictor-cor...Abstract Mehrotra-type predictor-corrector algorithm is one of the most effective primal-dual interior- point methods. This paper presents an extension of the recent variant of second order Mehrotra-type predictor-corrector algorithm that was proposed by Salahi, et a1.（2006） for linear optimization. Basedon the NT direction as Newton search direction, it is shown that the iteration-complexity bound of thealgorithm for semidefinite optimization is which is similar to that of the correspondingalgorithm for linear optimization.展开更多
基金supported by Natural Science Foundation of Hubei Province under Grant No.2008CDZ047
文摘Abstract Mehrotra-type predictor-corrector algorithm is one of the most effective primal-dual interior- point methods. This paper presents an extension of the recent variant of second order Mehrotra-type predictor-corrector algorithm that was proposed by Salahi, et a1.（2006） for linear optimization. Basedon the NT direction as Newton search direction, it is shown that the iteration-complexity bound of thealgorithm for semidefinite optimization is which is similar to that of the correspondingalgorithm for linear optimization.
