AN INTERIOR-POINT ALGORITHM WITH A NEW ITERATIVE SCHEME FOR SEMIDEFINITE OPTIMIZATION PROBLEMS

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Mansouri Hossien; Pirhaji Mohammad; ZANGIABADI MARYAM

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Seminar Paper

Paper Information

Seminar: ANNUAL IRANIAN MATHEMATICS CONFERENCE
Year:2015 | Issue:46

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Title

AN INTERIOR-POINT ALGORITHM WITH A NEW ITERATIVE SCHEME FOR SEMIDEFINITE OPTIMIZATION PROBLEMS

Author(s)

Mansouri Hossien | Pirhaji Mohammad | ZANGIABADI MARYAM | Issue Writer Certificate

Keywords

SEMIDEFINITE OPTIMIZATION

WIDE NEIGHBORHOOD

INTERIOR-POINT METHOD

POLYNOMIAL COMPLEXITY

Abstract

IN THIS PAPER, A NEW INTERIOR-POINT ALGORITHM IS PRESENTED FOR SEMIDEFINITE OPTIMIZATION (SDO) PROBLEMS. THE ALGORITHM IS BASED ON A NEW CLASS OF SEARCH DIRECTIONS AND AI-ZHANG’S WIDE NEIGHBORHOOD FOR LINEAR COMPLEMENTARITY PROBLEMS. ALTHOUGH, THE ALGORITHM BELONGS TO THE CLASS OF LARGE-STEP INTERIOR-POINT ALGORITHMS, ITS COMPLEXITY IS COINCIDE WITH THE BEST ITERATION BOUND OF SHORT-STEP ONES FOR SDO PROBLEMS.

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APA: Copy

Mansouri, Hossien, Pirhaji, Mohammad, & ZANGIABADI, MARYAM. (2015). AN INTERIOR-POINT ALGORITHM WITH A NEW ITERATIVE SCHEME FOR SEMIDEFINITE OPTIMIZATION PROBLEMS. ANNUAL IRANIAN MATHEMATICS CONFERENCE. SID. https://sid.ir/paper/920852/en

Vancouver: Copy

Mansouri Hossien, Pirhaji Mohammad, ZANGIABADI MARYAM. AN INTERIOR-POINT ALGORITHM WITH A NEW ITERATIVE SCHEME FOR SEMIDEFINITE OPTIMIZATION PROBLEMS. 2015. Available from: https://sid.ir/paper/920852/en

IEEE: Copy

Hossien Mansouri, Mohammad Pirhaji, and MARYAM ZANGIABADI, “AN INTERIOR-POINT ALGORITHM WITH A NEW ITERATIVE SCHEME FOR SEMIDEFINITE OPTIMIZATION PROBLEMS,” presented at the ANNUAL IRANIAN MATHEMATICS CONFERENCE. 2015, [Online]. Available: https://sid.ir/paper/920852/en

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