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A unified kernel function approach to primal-dual interior-point algorithms for convex quadratic SDO

机译:凸二次SDO原对偶内点算法的统一核函数方法

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摘要

Kernel functions play an important role in the design and analysis of primal-dual interior-point algorithms. They are not only used for determining the search directions but also for measuring the distance between the given iterate and the μ-center for the algorithms. In this paper we present a unified kernel function approach to primal-dual interior-point algorithms for convex quadratic semidefinite optimization based on the Nesterov and Todd symmetrization scheme. The iteration bounds for large- and small-update methods obtained are analogous to the linear optimization case. Moreover, this unifies the analysis for linear, convex quadratic and semidefinite optimizations.
机译:内核函数在原始对偶内点算法的设计和分析中起着重要作用。它们不仅用于确定搜索方向,还用于测量算法的给定迭代和μ中心之间的距离。在本文中,我们提出了一种基于Nesterov和Todd对称化方案的凸核二次半确定性优化的原始对偶内点算法的统一核函数方法。获得的大更新和小更新方法的迭代边界类似于线性优化情况。此外,这将线性,凸二次和半定优化的分析统一起来。

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