A Uniied Analysis for a Class of Long-step Primal-dual Path-following Interior-point Algorithms for Semideenite Programming


We present a uniied analysis for a class of long-step primal-dual path-following algorithms for semideenite programming whose search directions are obtained through linearization of the symmetrized equation of the central path H P (XS) PXSP ?1 + (PXSP ?1) T ]=2 = I, introduced by Zhang. At an iterate (X; S), we choose a scaling matrix P from the class of… (More)