Complexity of the primal-dual path-following. Algorithms for the weighted determinant maximization problems with linear matrix inequalities in the narrow neighborhood
(2008) Optimization Methods and Software — Vol. 23, n° 3, p. 421-440 (2008)
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- Abstract
- Weighted determinant maximization with linear matrix inequality constraints (maxdet-problem) is a generalization of the semidefinite programming. We give a polynomial-time complexity analysis for the path-following interior-point short-step and predictor-corrector methods for the maxdet-problem based on symmetric Newton equations for certain classes of scaling matrices.
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Xia, Y. (2008). Complexity of the primal-dual path-following. Algorithms for the weighted determinant maximization problems with linear matrix inequalities in the narrow neighborhood. Optimization Methods and Software, 23(3), 421-440. https://doi.org/10.1080/10556780701830048 (Original work published 2008)