A Predictor-Corrector Algorithm for QSDP Combining Dikin-Type and Newton Centering Steps

@article{Nie2001APA,
  title={A Predictor-Corrector Algorithm for QSDP Combining Dikin-Type and Newton Centering Steps},
  author={Jia-Wang Nie and Ya-Xiang Yuan},
  journal={Annals OR},
  year={2001},
  volume={103},
  pages={115-133}
}
Recently, we have extended SDP by adding a quadratic term in the objective function and give a potential reduction algorithm using NT directions. This paper presents a predictor-corrector algorithm using both Dikin-type and Newton centering steps and studies properties of Dikin-type step. In this algorithm, when the condition K(XS) is less than a given number K0, we use Dikin-type step. Otherwise, Newton centering step is taken. In both cases, step-length is determined by line search. We show… CONTINUE READING