A Long Step Primal-Dual Path Following Method for Semidefinite Programming

Jianmin Jiang

In this paper, we consider an extension of the long step primal-dual path followin g method developed by Jansen et al. for linear programming to semidefinite programming. By extending the proximity measure and using the primal-dual logarithmic function as the merit function, we present an algorithm which finds an $\varepsilon$-optimal solut ion in at most $O(n|\ln \varepsilon |)$ iterations.

Science Report 96009, Dept. of Applied Math., Tsinghua Univ., Beijing 100084, Chin a. March, 1996.

Contact: YANGLP@bepc2.ihep.ac.cn