Polynomial Primal-Dual Affine Scaling Algorithms in Semidefinite Programming

  title={Polynomial Primal-Dual Affine Scaling Algorithms in Semidefinite Programming},
  author={Etienne de Klerk and Kees Roos and Tam{\'a}s Terlaky},
  journal={J. Comb. Optim.},
Two primal{dual a ne scaling algorithms for linear programming are extended to semide nite programming. The algorithms do not require (nearly) centered starting solutions, and can be initiated with any primal{dual feasible solution. The rst algorithm is the Dikin-type a ne scaling method of Jansen et al. [8] and the second the pure a ne scaling method of Monteiro et al. [12]. The extension of the former has a worst-case complexity bound of O( 0nL) iterations, where 0 is a measure of centrality… CONTINUE READING
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