Search Directions in the SDP and the Monotone SDLCP:
Generalization and Inexact Computation
Masakazu Kojima, Masayuki Shida and Susumu Shindoh
We propose a family of directions that generalizes
many directions proposed so far in interior-point
methods for the SDP (semidefinite programming) and for
the monotone SDLCP (semidefinite linear complementarity
problem). We derive the family from the
Helmberg-Rendl-Vanderbei-Wolkowicz/Kojima-Shindoh-Hara/Monteiro
direction by relaxing its ``centrality equation'' into
a ``centrality inequality.'' Using this family, we
present a predictor-corrector infeasible-interior-point
method to provide a theoretical basis for inexact
computation of directions in primal-dual interior-point
methods for the SDP.
Research Report B-327, Dept. of Mathematical and Computing
Sciences, Tokyo Institute of Technology, Meguro, Tokyo
157, Japan, March 1997.
Contact: [email protected]