DocumentCode
3228476
Title
A finite termination mehrotra-type predictor-corrector algorithm for Semidefinite Optimization
Author
Zhang, Mingwang ; Chen, Huaping ; Li, Weihua
Author_Institution
Coll. of Sci., China Three Gorges Univ., Yichang, China
fYear
2010
fDate
23-26 Sept. 2010
Firstpage
937
Lastpage
942
Abstract
Mehrotra-type predictor-corrector algorithm is one of the most remarkable interior-point methods for linear optimization, and it is also the base of many interior-point methods software packages. This paper presents an extension of the recent variant of Mehrotra´s predictor-corrector algorithm that was proposed by Salahi (2007) for linear optimization problems. Based on the NT direction as Newton search direction, the finite termination of the algorithm for Semidefinite Optimization is proved, that is analogous to the linear case.
Keywords
Newton method; optimisation; predictor-corrector methods; software packages; NT direction; Newton search direction; finite termination Mehrotra type predictor corrector algorithm; interior point methods; linear optimization; semidefinite optimization; software packages; Optimization;
fLanguage
English
Publisher
ieee
Conference_Titel
Bio-Inspired Computing: Theories and Applications (BIC-TA), 2010 IEEE Fifth International Conference on
Conference_Location
Changsha
Print_ISBN
978-1-4244-6437-1
Type
conf
DOI
10.1109/BICTA.2010.5645134
Filename
5645134
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