Monotonicity of primal-dual interior-point algorithms for semidefinite programming problems

Masakazu Kojima and Levent Tuncel

We present primal-dual interior-point algorithms with polynomial iteration bounds to find approximate solutions of semidefinite programming problems. Our algorithms achieve the current best iteration bounds and, in every iteration of our algorithms, primal and dual objective values are strictly improved.

Research Report 98-23, Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario, Canada, May 1998. Also: Technical Report B-340, Dept. of Mathematical and Computing Sciences, Tokyo Institute of Technology, Tokyo, Japan, May 1998.