A Path-Following Infeasible Interior-Point Algorithm for Semidefinite Programming

We present a new algorithm obtained by changing the search directions in the algorithm given in [8]. This algorithm is based on a new technique for finding the search direction and the strategy of the central path. At each iteration, we use only the full Nesterov-Todd (NT)step. Moreover, we obtain the currently best known iteration bound for the infeasible interior-point algorithms with full NT steps, namely log n On e ⎛⎞ ⎝⎠ , which is as good as the linear analogue.

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