Polynomial Primal-dual Affine Scaling Algorithms in Semidefinite Programming
E. de Klerk, C. Roos, T. Terlaky
Two primal-dual algorithms for linear programming are extended
to semidefinite programming. The algorithms do not require (nearly)
centered starting solutions and can be initiated with any primal-dual
feasible solution. The first algorithm is the Dikin-type affine scaling
method of Jansen et al, and the second the pure primal-dual affine
scaling method of Monteiro et al. The worst-case iteration complexity
bounds of the extended algorithms are the same as their linear
programming counterparts.
Report 96-42, Faculty of Technical Mathematics and Informatics,
Delft University of Technology, Delft, The Netherlands
Contact: [email protected]
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