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A New Primal-Dual Interior-Point Algorithm for Semidefinite Optimization

机译:一种新的半成本优化原始双重内部点算法

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We propose a new primal-dual interior-point algorithm for semidefinite optimization(SDO) based on an eligible barrier function. New search directions and proximity measures are proposed based on the barrier function. We show that the algorithm has Ο(n log(n/ε)) and Ο(√n(log n)log(n/ε)) complexity results for small- and large-update methods, respectively. These are the best known complexity results for such methods.
机译:我们提出了一种基于符合条件的障碍功能的半纤维优化(SDO)的新原始 - 双重内部点算法。基于屏障功能提出了新的搜索方向和接近度措施。我们表明该算法具有ο(n log(n /ε))和ο(√n(log n)log(n /ε))分别对小型和大更新方法的复杂性结果。这些是此类方法的最佳已知复杂性结果。

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