In this paper we present an extension to SDP of the well known infeasible Interior Point method for linear programming of Kojima,Megiddo and Mizuno (A primal-dual infeasible-interior-point algorithm for Linear Programming, Math. Progr., 1993). The extension developed here allows the use of inexact search directions; i.e., the linear systems defining the search directions can be solved with an accuracy that increases as the solution is approached. A convergence analysis is carried out and the global convergence of the method is proved.
|Titolo:||Convergence analysis of an Inexact Infeasible Interior Point method for Semidefinite Programming|
|Data di pubblicazione:||2004|
|Digital Object Identifier (DOI):||10.1023/B:COAP.0000044183.43473.34|
|Appare nelle tipologie:||1.1 Articolo in rivista|