Y.Q. Bai

Primal-Dual Interior-Point Algorithms for Semidefinite Optimization Based on a Simple Kernel Function

  • Y.Q. Bai
  • Cornelis Roos
  • G. Q. Wang
    • Categories Linear, Cone and Semidefinite Programming, Semi-definite Programming Tags , , , ,

    Interior-point methods (IPMs) for semidefinite optimization (SDO) have been studied intensively, due to their polynomial complexity and practical efficiency. Recently, J.Peng et al. introduced so-called self-regular kernel (and barrier) functions and designed primal-dual interior-point algorithms based on self-regular proximity for linear optimization (LO) problems. They have also extended the approach for LO to SDO. In … Read more

    A Comparative Study of New Barrier Functions for Primal-Dual Interior-Point Algorithms in Linear Optimization

  • Y.Q. Bai
  • Cornelis Roos
  • M. Elghami
    • Categories Linear Programming, Linear, Cone and Semidefinite Programming Tags , , , ,

    Recently, so-called self-regular barrier functions for primal-dual interior-point methods (IPMs) for linear optimization were introduced. Each such barrier function is determined by its (univariate) self-regular kernel function. We introduce a new class of kernel functions. The class is defined by some simple conditions on the kernel function and its derivatives. These properties enable us to … Read more