Recently, Y.Q. Bai, M. El Ghami and C. Roos [3] introduced a new class of so-called eligible kernel functions which are defined by some simple conditions. The authors designed primal-dual interior-point methods for linear optimization (LO) based on eligible kernel functions and simplified the analysis of these methods considerably. In this paper we consider the semidefinite optimization (SDO) problem and we generalize the aforementioned results for LO to SDO. The iteration bounds obtained are analogous to the results in [3] for LO.
Mots-clés : semidefinite optimization, interior-point methods, primal-dual method, complexity
@article{RO_2009__43_2_189_0,
author = {Ghami, M. El and Bai, Y. Q. and roos, C.},
title = {Kernel-function based algorithms for semidefinite optimization},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {189--199},
publisher = {EDP-Sciences},
volume = {43},
number = {2},
year = {2009},
doi = {10.1051/ro/2009011},
mrnumber = {2527862},
zbl = {1170.90455},
language = {en},
url = {http://archive.numdam.org/articles/10.1051/ro/2009011/}
}
TY - JOUR AU - Ghami, M. El AU - Bai, Y. Q. AU - roos, C. TI - Kernel-function based algorithms for semidefinite optimization JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2009 SP - 189 EP - 199 VL - 43 IS - 2 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/ro/2009011/ DO - 10.1051/ro/2009011 LA - en ID - RO_2009__43_2_189_0 ER -
%0 Journal Article %A Ghami, M. El %A Bai, Y. Q. %A roos, C. %T Kernel-function based algorithms for semidefinite optimization %J RAIRO - Operations Research - Recherche Opérationnelle %D 2009 %P 189-199 %V 43 %N 2 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/ro/2009011/ %R 10.1051/ro/2009011 %G en %F RO_2009__43_2_189_0
Ghami, M. El; Bai, Y. Q.; roos, C. Kernel-function based algorithms for semidefinite optimization. RAIRO - Operations Research - Recherche Opérationnelle, Tome 43 (2009) no. 2, pp. 189-199. doi : 10.1051/ro/2009011. http://archive.numdam.org/articles/10.1051/ro/2009011/
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